In My LAN i Have a computer that manages to take over the whole bandwidth with edonkey p2p soft. How to limit his download to some 3Kps usting TC?

for now I have managed to block edonkey port using iptables, where I have blocked ednokey port for every IP address, in my LAN - in this rule you can't connect to eny host on ports 4660 4661 4662 4663 4664 4665

memo:~ # iptables -A FORWARD -p tcp --source-port 4660 -i eth1 -j DROP
memo:~ # iptables -A FORWARD -p tcp --source-port 4661 -i eth1 -j DROP
memo:~ # iptables -A FORWARD -p tcp --source-port 4662 -i eth1 -j DROP
memo:~ # iptables -A FORWARD -p tcp --source-port 4663 -i eth1 -j DROP
memo:~ # iptables -A FORWARD -p tcp --source-port 4664 -i eth1 -j DROP
memo:~ # iptables -A FORWARD -p tcp --source-port 4665 -i eth1 -j DROP

But I still have to look what happens on the network, did he install some new p2p software etc..

You can find a great deal of traffic control information in the Linux Advanced Routing and Traffic Control howto.
Check out this for example: http://lartc.org/howto/lartc.qdisc.html