are you running behind a wireless router? If you are, large downloads sometimes have problems. Try setting your current computer as the DMZ until you can get the file downloaded, then set it back behind the NAT.

If that's not the problem, more info would be helpful,

Connection Speed
are you behind a router
if yes, what brand, and is it wireless?
size of the file you're trying to download
Site you're trying to download from
IE Version (6.0 or 7),
Service Pack Number (SP1, SP2)

sometimes the server that hosts the file runs too slow to keep things going and locks up... least in my experience.

I've never encountered this problem myself, but here's the Knowledge Base article about your problem. You may have already found it, so if you have ignore this part. http://support.microsoft.com/kb/925681


May I suggest you get a router though? Not necessarily a wireless router, but just any NAT router. If you have a reason for not having one, you can stop reading here.

There are many benefits to having your computer behind a router, and you can probably find a good Linksys or Netgear router for less than $30. right now.

If the problem you are having is indeed the one from the Knowledge Base article, then getting a router would fix the problem, as it would use your computers networking card to communicate with the router which would communicate with the modem, instead of over USB.

A router also leaves you Less suceptable to worms and attacks, because any packets that hit your router that are not specifically addressed to your computer behind the router are immediately droped.

Also, it allows more than one computer to share the same connection (not a big deal if you don't have more than one computer though)

use opera, it has built-in bittorrent support, and follows the W3 standards