Is your download speed with IE 14k/sec constantly, or just at the beginning of the download?
Sometimes, while it waits for your "Run from location/Download" input and filename input, the file is already being downloaded. If I'm not mistaken, the download rate estimate is based on current downloaded size / time elapsed, this means a higher figure in IE.
Of course, it's my speculation and I don't have concrete info on the matter.
atwl