According to my provider, I have a download speed of something like 2mb/s, but usually its only 35kb/s. Can anyone tell me if there's a way to improve it or if I'm doing something wrong, thanks.

The downloading speed is actually influenced by the "server" through which you download a software.

Some servers support very fast downloading speeds and some do not. So make sure that you choose servers that support high downloading speeds for downloading a program.

Additionally! If the downloading speed always stays at 35 kb/sec and never exceeds it, then you contact your service provider and explain your problem to your service provider. But if the downloading speed have indeed exceeded 35 kb/sec in some cases, then you should not worry.

Anyways! What is the "peak" downloading speed that you have actually gotten yet?

Also you should use a "downloading manager program" for downloading softwares from the internet. Such programs support some downloading acceleration features. Here is a recommended downloading manager software: Click!

Meg man is generally correct. I generally search around for higher speed sites when downloading. I've pulled quite a number of iso files for linux distros, which are usually a little less than 700 Mb. Some sites I'll stop the download because their speeds are well under 100k.
Some freebie browsers come with nice little download managers, such as Seamonkey or Firefox and Opera. If your connection speed is 2m as you say, and if the server is quick, your speeds will be right up there. Some of the files I've loaded come in upwards of 720Mbps, consistently. A good example is the Sun downloads, although their download manager leaves a bit to be desired.
Try Opera or Seamonkey for your downloading. If that doesn't help, do as Meg Man says.
By the way, my ISP claims download speeds up to 12Mbs, but I've never seen anything close to that. When I was in San Diego with Cox, they claimed high speeds too, and on some sites I was able to download 35Mb in less than two minutes, but that is rare. I'm now on Comcast, but as Meg says, it has to do with the servers. Some are painfully slow, and rather than spend hours waiting on it, I'd rather not have it.