Generally not. The Windows default is 8K, which is already much too low. I can't think of a good reason to go any any lower (unless you want to simulate a low-speed network). Most Unixes the default is more like 52k which in general is a much better setting.
All that those 'download accelerators' or 'net tuners' for Windows do is to raise the default receive buffer size from 8k to 64k-1. At least that's all they should do; some interfere with internal timers as well, which is either counter-productive or contrary to the TCP/IP RFCs.