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XP SP2 limits teh number of TCP Connections to maximum of 10. This is supposed to slow down virus multiplication as their (of many) strategy of viral growth is to connect to a high amount of IPs. This could also limit the max simultaneous connections needed for Torrent downloads..
First, download the Patch for changing max TCP connections from here [ EventID 4226 Patcher Version 2.23d-english]. Change the value to a value between 50-100..
Next, uTorrent: Options > Preferences > Advanced options > net.max_halfopen and increase it from 10 to a decent value like 80..