|Are you driving to a stable location in which you have all writing and reading permissions? In your place, I would check this:|
-If you download by "opening" the file, the file downloads into your temporary folder. I don't know if you have software that automatically clear your temp files or anything. But before anything try downloading it to a specific location you've known to handle big files.
-If you are downloading your files to a specific location, check that this drive is properly connected and fully functionnal. What your describing here sounds like a case where the drive in which you download randomly shuts off for a fraction of second, thus breaking the chain. If you're using a USB drive make sure the connection as well as your USB ports are working properly, switch between ports. A faulty USB cable could also be at cause here.
-Make sure that whatever the download location is, that is has enough free space, and that it is not constantly solicitated by background processes.