Slow download speed on Command Prompt

[triple7]

I've got a 10Mb internet speed, meaning I'll normally average 1.2 MB/s speeds at downloads. Even though it's not the best out there, that isn't too bad either, except that I'll get such a speed everywhere BUT on cmd.exe. So when I download something with livestreamer, ffmpeg, whatever code it is that uses Command Prompt, I'll get speeds as low as 400 KB/s, for example. Right now I'm struggling on a download at 250 KB/s, and here's why it's odd: I watched that same stream at its best quality on their website, which means you can't watch something with that great quality if your download speed is that low. So why is it that I get one thing on websites and another thing on cmd.exe? Any idea on how to work this around?

I sure wish I could use IDM behind cmd.exe