Why am I getting faster speeds from servers further away from me?

So I was fooling around in the Speed Test app for android. While checking my current speeds from the server in Morristown, TN (the closest to my actual city: Knoxville, TN), it clocked me at about 2.80mbps download/ 0.79 upload. Knowing this wasn't correct, I switched the server in the settings of the app to Nashville, TN. That shot me up to the speed it feels like I'm actually at: 9.98mbps download/ 6.67 upload. However, I switched it to one up in Michigan (just messing around, of course) and got a whopping 14.69mbps dl/ 10.19 up.. Why is it doing this? Is there a way I can actually change my server? I'd like to pull those high speeds. I'm on a MyTouch 4G.