Download Speed Comparison

I have 2 exactly the same PC, specification, and brand and on the same network. One is running Window 2000 and the other Linux red hat 7.2, when I did a file download (same file and from same location) of a 100Mb files it takes so much faster to download using Linux red hat than the Window 2000 (Linux – 45-52Kbps, Window 2000 – 32-35Kpbs) Any technical reason why Linux is downloading so much faster ?