Most newsreaders offer some graphical represantation of your current download speed. The shown speed may vary a lot - this can happen if the filegroup you are downloading consists of many smaller files. The client will download a file and show a download speed of "0" until the download of the next file is starting at full speed again. This is not a fault in your connection or the program.
Modern, fast broadband connections also may be so fast that smaller files are finished downloading before your connection can reach its full speed.