By default it uses Windows' BITS service which seems to have performance issues on some systems and networks (but is better when it does work).
I could certainly be mistaken but my understanding of BITS (Background Intelligent Transfer Service) is that it's a mechanism that's intended to operate in the background (hence the name) that intentionally throttles itself so as to not interfere with foreground activity. As a secondary benefit BITS provides a mechanism for interrupted transfers to later be resumed which implies to me some amount of overhead and hence additional slowdown and delay.
If the above is true it seems to me that this is the last type of transfer mechanism that one would want to use if one is sitting there anxiously awaiting a critical download to successfully complete.
Personally I disable the BITS service anyway because if I'm downloading something I generally want it *now* not at some unspecified time in the future and I prefer to have all transfers be in the foreground. This goes hand in hand with my personal belief that *I* should be in control of my PC and *not* the other way around.