I use Traffic Shaper XP:
http://download.cnet.com/Traffic-Sha..._4-142702.html
Only problem is Traffic Shaper XP requires Win 2000/xp/2003 server. So you probably can't use it - i assume you're using vista/win7. All the same, it's a complicated program and tricky (and picky).
I also have a portable version of Mozilla Firefox 3 so I can install the Firefox Throttle addon. I use that also if it's just a download or something that I can do through browser.