I installed Skyrim via Steam and when it goes to the part when it has to update 200mb the download speed is 0.1kb... What is this update? Is there another way to update the game without steam? A patch or something? And if not then how do I make it faster?
I know it happens to alot of people and it also happened to me with Rage, and I had to wait 3 day for it... It got to 20kb download speed!

What do I do?

Just have to wait til it done, that was a biggest mistake for Bethesda to get involved with Steam in the first place!

It says 8 days now and it is in 0kb speed!!!! Isn't there another way to download the update? Like a patch or something?

All patching is done via Steam. There are no other options. You are probably experiencing slow downloads because everyone else is also downloading that patch and Steam's bandwidth is taking a hit.

Because there so many skyrim fans out there as well the newer game been release not long ago, alot of ppls out there are going have to wait for couple of days or longer.

There are multiple problems here. First, steam is BUSY, a whole world of people are trying to download at once. Steam just svcks during major launches.

I downloaded from disk two hours ago. Since then steam has been updating. It started at 96%. It only just hit 97% and that was due to the following fix. I searched the steam support for possible issues for slow downloads. Steam does an autodetect for the local server. It GOT IT WRONG and it was trying to download from a server in another state. I was getting download speeds of about 3 kb/s. varying between zero and twelve. It was saying like 8 days to download originally. Now I am getting up to 175 kb/s. Its moved two percent in the last few minutes. It should be done soon.

So while steam is slow, it is far more probable that its a setting problem. I had to reboot steam after setting it to download from a different server. There may be other things I did not find that will help as once I had this fix I stopped searching. Go to steam, run a search on support for Skyrim and slow, and start trouble shooting. It will be faster than waiting for a reply on a forum or the week or more to download.