Microsoft Download Manager will allow you to download files from internet faster and more reliable way. This also supports resume download, this will help you when you have internet connection problems during the download of a huge file.
The Microsoft Download Manager enables you to download files from the Internet in a more reliable and faster way than using a browser alone. Using the Download Manager makes it easier to download large files such as an application or multimedia files. The Download Manager has been specifically designed to manage file downloads from supporting Microsoft Web sites in a secure and reliable way. Once started, the Download Manager displays an easy¬-to-use interface that shows the status of downloads and enables you to resume downloads if they have failed. The Microsoft Download Manager currently supports downloads from Web addresses starting with http://.
You can read more and download it from here. (Link Updated)
Supported Operating Systems: Windows 7; Windows Server 2003; Windows Server 2008; Windows Vista; Windows XP Service Pack 3