There is a nice downloader, axel http://packages.debian.org/wheezy/axel. It can significantly increase download speed with multipart downloading (for example, 10 connections axel -n10 -o $path $url).
axel -n10 -o $path $url
I modified ievms.sh script a bit to download rar files with it, and so I was able to download them at my maximum speed.
Axel only downloads in parallel if the server supports range requests, which the modern.IE servers do not. Sorry, but thank you for the suggestion!