Well, I don't have VPC, but are you sure you tried downloading the same thing from the same place around the same time in both OSX and Windows? Speeds vary all the time when you have a broadband connection-- it's not always your end when you have a fatter pipe, it's usually the other side that is slower or faster.
To make sure, try downloading the same file in both environments one right after the other (but not at the same time, because that will affect your results) -- also make sure you're not running any other network/internet stuff at the same time.
You may be right about the speed difference (I honestly don't know) but make sure you do a good test of it.