[MS] released also a torrent like (remember Avalanche?) application – Microsoft Secure Content Downloader July 2007 Community Technology Preview – that should provide better download (of "select Microsoft CTP's") times as it uses similar technology as torrent and other peer-to-peer software. I won't try it out since I am almost 2/3 done downloading VSTS version.
Note that current version "will only allow you to obtain current Visual Studio 2008 Beta 2"l
UPDATE: My "normal" download of VSTS nuked thus I've installed MSCD downloader and I am now downloading with 3.6Mbps (out of possible 6.0). Not a big speed advantage but at least it is able to resume, I assume.
UPDATE 2: Download is much faster now, it ranges from 5.0 to 11.0 Mbps.