Windows XP Service Pack 2
Windows XP Service Pack 2 (SP2)
Limited number of simultaneous incomplete outbound TCP connection attempts
SP2 for Windows XP imposes a limit on the number of simultanious new outgoing connection attempts pending at any given time (10). This should have no affect on downloads, other than to perhaps slow down the rate of new peer connection establishment. If you've got many connected peers, and green health, then the problem likely lies elsewhere.
The evidence of this limit can be seen in Event log as error 4226.
Please note that similar restrictions are also in Vista, where the limit is dependent on the Vista version you are using.
Windows Firewall enabled by default
Windows XP SP2 installs have Windows Firewall enabled by default, which can cause connectivity problems if not opened for Azureus. For details see: http://www.microsoft.com/technet/prodtechnol/winxppro/maintain/sp2netwk.mspx#XSLTsection130121120120