I was just trying to use the downloader to get the initial client, but I was stuck at 1 local connection and averaging just a couple kb/s. I realized that I probably needed to forward some ports, but SquareEnix in their infinite wisdom has not deigned to provide us with a list of ports necessary to enable forwarding.
I wiresharked the client, and it looks like its making connections in the 55000 range of ports. I enabled forwarding on 55000-55400, and my download (and upload) speeds skyrocketed.
tl;dr: Enable port forwarding on some ports in the 55000 range to increase speed.
Don't know how to port forward? follow this guide (http://p2p.weblogsinc.com/2005/04/24/how-to-configure-your-router-to-allow-fast-bittorrent-downloads/) , but replace the 6189 with some numbers in the above range.