Hi again,
I seem to have found some answers from those two websites:
- http://geeknewscentral.com/2011/03/27/network-switches/
- http://www.tomshardware.co.uk/gigabit-ethernet-bandwidth,review-31611-4.html
The limitation might come from the HDDs read/write speed and in fact 18MB/s over a 1000Mb network seems to be already pretty good, for a standard home network environment.
The theoretical 125MB/s transfer rate of a 1000Mb network can be reached (111MB/s) when transferring from RAM to RAM. SSDs could be the way forward, but I guess 2 SSDs of 4TB (if that even exists) would be a bit too pricey

.
I will give JDowloader a try and see what transfer rate is acheived.