Is there a way to make the iTunes Store faster in Windows?
No. The only way to speed up iTunes is to get a faster PC or Mac. It's a bloated program with a lot of legacy code in it. It's been needing a complete overhaul for years now (even on the Mac). And as time passes, it just seems to get bigger as more is continually added.

With that said, the speed of iTunes is dependent on your Internet connection but it's also dependent on the power of your PC. Having broadband allows data to transfer quickly from Apple's servers but crunching all that data requires CPU cycles and a lot of RAM too.