It shouldn't matter what your downlod speed is. The problem is likely due to one of the two connections having packet loss or losing the connection. Try pinging the target and see if there are any lost steps. Also try a tracert.
Open a Command Prompt
Type: ping "website_url_here"
Post Results
Type: tracert "website_url_here"
Post Results
As mentioned, just post the results here. If you think it may be something to do with Windows or the browser's download manager you could try a different one.
FlashGet works really well and actually speeds up your downloads.
If you use
Firefox you can use the same that I do:
The
FlashGot extension in conjunction with
FlashGet 1.9 (Not 3.3)