BitTorrent always download and upload at the same time. Unless you're seeding, then you're uploading only (obviously).
Also, adjusting your max upload speeds will also affect your download speed. For example, if you put the upload to the lowest possible, it will bomb your download speed; while increasing upload speed too much will take up the banwidth and the result will be slower download. It's best to test out different combination for the fastest download your connection allows.
Additionally, if your download is hampered by firewall, try to configure your firewall to open port 6881-6889. I think these are the ports that BitTorrent uses.
Edited, Mon Nov 8 01:42:43 2004 by Dkn