There is no point in buying a faster router since the interface from it to the PC is generally much faster than that from the ISP (for example, mine connects to my PC at 100Mb, yet the ISP link is ~4Mb). The exception to this would be if you have a home network, which might benefit from a 1Gb internal network speed as opposed to a 100Mb one.
As regards speeding up your download speed, it all depends on the site from where you are downloading the file. Some sites are slower than others (depending on the load placed on them), and there isn't a great deal you can do about that. Another factor is how you connect with your ISP, i.e. by cable or over the phone line. With the phone line, your maximum speed is limited by the physical nature of the line itself, namely the distance to the exchange. In both cases, you might be able to get higher speeds by subscribing to a higher package, bearing in mind that there is no point in doing so if your physical connection isn't capable of supporting it.