why is that my internet connection is slow when someone else is downloading?

You can do port forwarding with whatever program your running. This will require some intermediate computer know-how. It's a somewhat lengthy process to describe, but it should only take a few minutes to set up and it will essentially give whatever game your playing more direct access to the network by bypassing things in the router which are slowing it down. That may help if your friends download is bottlenecking your bandwidth and "clogging" the router.

To forward a port you can find all you need in the various sections of this website http://portforward.com/ The most important part of being able to do this is setting up a static IP address which is explained in the link I gave, and also knowing how to access and configure your routers settings (list of routers at link to provide walk throught)

Hope this is what you were looking for. I live in a 5 bedroom college apartment and their are constantly 1-4 roommates downloading, streaming, playing WoW or something else, and I forwarded my ports for uTorrent to download things faster and it helped alot with speed.

Ping time is a measure of how long it takes a packet to get from your computer to the server and back. As traffic on your connection goes up, it takes longer for traffic that your ISP received to get on the wire to you, as there is more traffic 'head of it' in line. The only way to keep the ping from going up is to make sure the download doesn't fill the pipe.

There are really only three things you can do:

1) Work out times when they can download and times when you can play games.

2) Configure their machine to limit their download speed to about 80% of the connection's maximum speed. (This is easy if they're using downloaders like uTorrent and the like which permit you to configure a maximum speed.)

3) Increase your connection speed by buying a higher level of service from your ISP.