If the download does not do anything, then it seems that you have a firewall (local software firewall, like TinyFW) that blocks access to the net for the BT client. It should have asked what to do, but might not.
If you only have a router, this will block inbound connections only, which means that you will be less likely to receive connections, essentially because people who have such a firewall themselves will have no way of connecting to you. This will reduce download speed for you. Finally, your ISP may block p2p application ports, because they do not want you to upload things, as that costs them money.
The solutions are:
1) If you have an application firewall, tell it to allow access to the network for the BT client software.
2) If you have a router, tell it to direct all traffic on the ports you use for the BT client to the machine it is running on. You need to look at the routers documentation how to do that.
3) If your ISP blocks the ports, you can try different ports which they don\'t block. Some BT clients randomise the port each time, which will give trouble with 2). For this, you will have to check the options in the BT client you have.
