I used a 3G broadband modem. I usually would be able to get a download speed of 40 - 60 kbps when i still used windows. but it seems ubuntu has a way of restricting downloads to 15kbps. this happens for streaming sites ( youtube), synaptics/apt-get. The only way for me to avi.
Modem model: Huawei EC226, CDMA2000 EV-DO REV.A, USB MODEM, FCC ID: QISEC226
Computer model: HP dv5 and HP dv4
Actually, Linux (Ubuntu in your case) does not limit the speed. In all cases i have known it boosts the speed to the maximum on the connection to the modem. you must have a router limit, modem limit or maybe you configure something on Ubuntu that changed that (For example trying to see a youtube video while downloading with transmission)
I repeat in all cases i have known since several years ago, all the PCs i have installed with Ubuntu have reported having better internet speed than any windows version. And that is about 1000 PCs, maybe more.
Windows XP reserves some bandwidht for QoS or something like that. Vista and 7 also seem to do that for similar and other purposes. Ubuntu does not do that. As mentioned by others, it seems to be faster than Windows. I recently found that ClamAV (that I use to scan Windows viruses on USB drives) sometimes works in the background and hogs bandwidth. You can install Firestarter (the firewall) and see which application is consuming the bandwidth.
I have that modem, but I currently use a differnet one. So I tried testing your setup and checked the speeds on both XP and 10.04LTS. My results came out pretty much the same, but a bit faster on Ubuntu since it doesn't reserve any speeds for itself. My solution for you is you should either try the version 10.04 if you aren't currently on it, or maybe you should try finding a spot with better reception or use a 3G enabled mobile phone.