Thanks for the response. I'm pretty sure it's LWP. Downloading the file manually with a browser is fast, and I've seen the same behavior on every Windows machine that I've tried. I've also seen it on a number of machines that I'm sure had plenty of free RAM, so I don't think it's paging. My Windows and Linux machines are plugged into the same switch as well, so there shouldn't be any network differences.
It isn't that big of a deal in this case because the file isn't downloaded often (mostly just the first time a user runs the program), but it's been annoying today because I'm working on the download code and it's slowing testing down. The main reason I'd like to know what's going on is in case it becomes an issue in the future.