I have had same problem and I discovered that Internet explorer doesn't support more than 2Gig files download and same with mozilla. I tried several other tools like wget ncftp, none of them helped.
However, there is another tool which redhat( or fedora) linux gives lwp-download , which is specially for fetching largefiles from internet. I used that and it worked very well.
Here is link for more information : http://www.perldoc.com/perl5.8.4/bin/lwp-download.html
lwp-download [-a] <url> [<local file>]
$ lwp-download http://www.perl.com/CPAN/src/latest.tar.gz
Saving to 'latest.tar.gz'...
1.47 MB received in 22 seconds (68.7 KB/sec)
Try it !