Old Azureus Download
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Your router has virtually nothing to do with your speed. An Airport Extreme Base extends the range of your wireless signal; it doesn't change your line speed. In fact, nothing changes your line speed short of changing your line itself.
Yes, you should forward your port properly. Open the port in your firewall. It sounds like you're using OS X to me, so that would mean you must open it in the firewall via System Preferences.
Find your router on the list here:
http://portforward.com
Follow the instructions (now with pictures!) to forward the port in your router.
Of course, your download speed is limited by the maximum downstream of your line as well as the upstream of the peers you are connected to. If all else fails, ask for a reseed.
EDIT: Forgot one bit.
No, no single client is faster than any other. The only thing that a client can do that will *seem* to make your downloads go faster would be to do what Xunlei does; it increases the maximum number of half open TCP connections that your OS allows. Vuze and Transmission are fine choices, by the way. If you're on OS X, however, just remember never to use Bits on Wheels. That thing is a trainwreck.
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dude with dial up, nothing will work
u have a better chance getting a wireless card and camping outside ur neighbors lawn.
go to internet cafe's if u really want em, dial up will not do !@$
if you can play the file then you should be able to do this: right click on it and tell it to open containing folder. This will be your download folder. You can go up from there and find out where its at..