Usually burning speed is dependent on the DVD (or CD) that you're burning. Most offer 16x max write speed, some only offer 8x max write speed, and there may even be some that offer more or less. I've seen some with 24x, and heard of some with 32x. Of course, the built in Windows DVD burning program is extremely basic, it's really only there for people who have no other option, so changing programs (in this case) could potentially give you faster speeds. But you should check the write speed of the DVD you're burning. If it isn't written directly on the blank DVD, it should be on whatever case you bought the DVD in.
As for alternatives, I've heard that ImgBurn is great, (and free). But it depends on what you're trying to burn, if you're just making copies of a DVD or if you're trying to burn media from a certain program. For instance, burning a slideshow form Windows Movie Maker directly to a DVD uses Windows DVD maker, and I don't think you can change that. However, you could export it to a movie and then burn that movie to a DVD. On the other hand, if you're just duplicating a DVD ImgBurn or Free Studio or any other number of free programs will do just fine. I happen to use MagicIso, but it costs money.
