To answer Neuromancer's inital question: It is slow because Sony would like to afford you the opportunity to ponder the magnitude of the download, how the bits and bytes that are being transmitted across cities and countries can gel together to form a cohesive piece of content that exists purely for your entertainment pleasure. As the data streams from sea to shining sea, you should take the time to meditate in deep, pensive thought about Ken Kutaragi's technological vision and the fact that you, an ordinary human being, are allowed to bask in the glory of Sony's vast entertainment empire.
Take care not to complain about this arrangement, for if the the data were transmitted too quickly, then you could not possibly fully appreciate the efforts put forth by the developers, publishers, hardware manufacturers, and Internet service providers, all of which have combined their collective creative energies in order to deliver you this small morsel of fleeting enjoyment.