Well, if you consider how fetching a page works then you will understand that there are not many tricks (except parallelism) which will do it faster. When your browser or your libcurl scripts try to fetch a page they:
1. Request from your DNS server, the IP corresponding to the name of the site you requested
2. Use the server's reply to open a socket to that IP, port 80
3. Send a small HTTP message describing what you want
4. Receive the html code
It is not a cheap process and I think the performance you are getting is fine. If you really want thing to be quicker then you will have to use more than one computers which will download parts of a URL list..
Edit: Well, I just realized that you don't necessarily need another computer. Just more threads
