How are you doing your downloads? If you have WinDuhs you can get a version of "wget" for that and use it to download. Never use a browser to download large files; failure is almost a guarantee.
To use wget, find out what the URL is, then:
wget -c -H http://whatever.the.url/to/the/file.html
The "-c" means continue where left off and the "-H" gives you just the file without all the leading directories.