A bit belated, but ...
This sounds like an issue related to firewalls or virus protection. I'd see if there's a way to adjust the settings for both.
I usually download things through the Ubuntu OS so I don't have issues like this. Ubuntu is a free OS that can boot from a DVD, although installing to your harddisk (even making your machine dual-boot) is an option as well. In this case, booting from a Ubuntu DVD one time and downloading the file is all I think you need to do.
I usually do most internet browsing through Ubuntu. Things like driver installation are not required, so it's quite literally plug-and-play when you connect a printer, webcam, or portable DVD drive. It's also hassle-free should you switch to another monitor.
Different versions of Ubuntu have their own unique ups and downs, but version 12.10 is the one I had the least positive experience with - random crashes when multiple windows are open, broken DVD codec support, etc..
You can find out more about Ubuntu here:
"Glass Tiger for life!
In addition, I was downloading DBZ - Infinite World, and it stopped with only 200mb to go. It seems frozen where it is and I can pause it, but nothing is happening. I'm also able to download something else, which I believe shouldn't be possible, while this DBZ - Infinite World is downloading.