if you have norton anti virus 2004 then thats what is causing the problem.
Norton freezes the program that downloads something until the virus scan is complete. If the file is very large or contains a large amount of smaller files, norton can take anything up to 10 minutes to scan.
disabling auto protect 30 seconds before the download is due to finish and then re-enabling it afterwards will stop norton doing this (but remember to do a manual scan of the file afterwards)
If you havn't got norton anti virus 2004, then i'm afraid i can't help you.