hi everettt, sorry for the late reply.
I made a few experiments, using w-get for windows 1.8.2 that i had, and i also experienced problems going over 8000k. 9000k is like having no limit.
Then i updated to 1.19.2 and the problem was gone.
So, i invite you, for a start, to check your version and possibly update.
I've experienced some problems going with very high speeds, anyway.
If the speed is very high, the GUI stops responding while the download is going, like the CPU is totally dedicated to the transfer. That's bad, but not fatal.
Sadly HFS stops responding to requests after some transfers like that. I've found that quitting is not necessary, just switch off/on.
I suspect the exact procedure for the problem is to make a request while HFS is totally hang for another transfer. The problem doesn't occur if the new request comes after the "heavy" one is done.