Also, you can try another command-line FTP client such as ncftp. I like ncftp very much, because it is easy to use and has some very nice features. You can download multiple files, entire directory trees, and do background downloads that do not require you to be logged in or anything. Ncftp is made to be user friendly and it really is.
I have downloaded 8GB of ISO images from my house without even beeing loged in! Oh, and if you get disconnected, ncftp will automaticly restart the download whenever the connection is available again...