Please help with downloading

Ok i’m kind of new to comdo but i seem to have trouble in the department of downloading. Whether it be directly from a website or using a p2p program. When downloading from a website it just won’t download at all what setting can i change to allow such downloading, and in terms of p2p i use bitlord and at first it was moving slow but after using something that i found on the forums i reached speeds i never seen before but it seemed like somebody was trying to save something to the hard drive i was downloading to, bottom line it just seemed like it wasn’t very secure, is there anyway to feel a bit more secure while doing this???