having a look at this tutorial:viewtopic.php?f=8&t=10692
could give you a starting point on how to solve your performance issues. IIRC some more threads about performance issues are available on this forums and can be found via the forums search.
The downloads are served by your webserver and PHP. OC can't interrupt this download so i think a general search on the internet about similar problems at other web applications could give you some more infos how to solve such problems.