In general, with a typical internet connection, the choice of programming language won't have a significant impact on download times.  Unless your network, and the server on the other end, are extremely fast, the time spent by the client program creating sockets, shoveling bytes program-internally, etc., will be roughly one or two orders of magnitude less than the time spent waiting for things that go on program-externally, and are thus out of control of the program(-ming language).

As always, if you really want to know, write simple test programs, and benchmark them in a controlled environment.