http://www.getfirefox.com
Internet Explorer is a complete and utter POS, use a browser that doesnt have an infinite number of security holes like IE. Install firefox browser and see if you can download from that.
Also, go to your start menu and go to the Run... command
type in: cmd
now type: ipconfig/flushdns
then type exit
That should clear up and DNS server conflicts you may be running into.
EDIT: Sounds as if the FTP transaction isnt working correctly with your browser. It could be a problem with your network, specifically your router. I would suggest
http://www.gamershell.com/news_72124.html if you cant get it to work, or just want to download it faster.