Desktop

this is weird. 1st off are you at a company , they may have a firewall blocking certain downloads and allowing others.. also check your internet settings for security..t here are options that set certain sites as dangerous and will not allow downloads from them...

good luck

First things first: Is this a standard dial-up modem or at work? Work connections usually involve proxy servers and firewalls which render downloading a tedious task for users. Second: what version of IE are you running? I had similar problems with my IE when I was running ver 4.7. (I just upgraded it and its fine now). Third, check your internet options (IE5+ Tools->Internet Options) (IE4-4.72 View-> Internet Options) for downloading from unsecure/secure sites. These settings are usually causes of problems.
Finally, some programs work integrated with the browser, like viirus software. If you have downloaded any new virus software recently, It may have changed some of ur internet settings. Doesent hurt to check...
Hope that helps!
Hope that Helps!

If you are, in fact, trying to download over a dialup connection, you can disregard the previous comments about firewalls and proxy servers. Those only apply to LAN connections unless you are connecting through your company's dialup server.

The first thing to check is whether you have "Use IP header compression" checked in your dialer's TCP/IP Settings property sheet. If you do, uncheck it. VJ compression is acceptable with most ISPs but it is not terribly reliable under Windows. This seems, in my experience, to be the major cause of apparently random disconnects.

You might also check your security settings in IE, but I have never seen them cause a disconnect ... only a warning or, in some cases, a refusal to DL by IE.