Most web servers limit the number of concurrent downloads to either two or three. What this amounts to is that if you are only planning on downloading from one webserver (for example - www.dilbert.com) than setting the number of threads to 2 will actually speed up the program as opposed to setting it to a higher number.
If you find the program sluggish and you aren't planning on doing too much on your computer (i.e. you won't be running any processor intensive programs in addition to InfoFinder), then go to edit->preferences and check the box labelled: "Use high processor usage version of this program". This will not only increase the speed of the program overall, but it will greatly reduce the initial lag you experience when the originating web page is being "validated and organized".