I was at my friends house downloading a game from Steam and was surprised to get a download speed of 5.6Mbps. He has the same internet provider as I do, Cox High-Speed Internet, and only lives a mile or two away, yet I've never gotten a faster download speed than 3.6Mbps. I average a 1.2Mbps download speed while he seems to average 4.1Mbps.
My only guess would be either my router or that's just the way the internet is with Cox.
I've had Cox Internet service before. He may have a faster plan than what you have. I believe their regular internet plan is 5mb download and 5 mb upload speeds. They go on up to 20/20 for residential and higher for business. Another reason may be that his computer configuration is better set up than yours, whether it be hardware or software. One last thing I can think of is, it could just be that their was more traffic when you were downloading than when he was or different server locations. Heres 2 different server location tests and the difference in speeds.