I guess your talking about internett connection??
It wont go faster, but you can tweak it to make(somewhat) better use of your bandwith.
I use
Tweakmaster(not free) , gives acces to most settings.(they also have an ok dunmeter)
Heres a good free tweaker
What you would be looking for is a high and stable average speed.
Go to fex microsoft and download one of their game demos, ms has very fast resumable servers so you can stop and start as you like
Im on 900\256 cable and my settings are
rwin : 373760(usually adviced between 23360 and 513920 for high speed connections)
Ttl : 32(usually 128 is adviced)
Mtu : 1500(automatic)
Selective Ackn : on
blackhole det : off
path mtu discovery : on
window scaling : on
timestamps : off
max connections : 99
Possibly for gaming other values are better ??
Depending on the type of connection theres also a performance enhancing driver called cfos.
http://www.cfos.de/
More tweaking info
here