I've been downloading and installing lots of software lately with the release of VSTS 2008 and the CTPs of Rosario. Downloading through a browser is mediocre at best. I started using Free Download Manager for the downloads and Magic ISO Maker to expand the ISOs.
Check them out. First, they're both free but more importantly, they work great. FDM has built-in restart support and integrates seamlessly with browser downloads. Magic expanded my ISOs quickly and correctly.