Download speed in ubuntu

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http://askubuntu.com – When I use IDM to download anything on my Windows I get a speed of around 4-5 Mbps but for the same connection speed in Ubuntu (12.04) is around 600kbps. I tried wget, Kget Uget and so many other download managers but no increase in speed.Also none of these was as user friendly or efficient as IDM like they don't give an option of downloading things on their own. Each time I have to open the the application and manually type in the url. What are the options available for me? (HowTos)