In many cases, Internet connections are less than reliable. The latest DVD for your favorite Linux distribution or a DVD-length video of your friends' wedding in Las Vegas requires several gigabytes of data. Even with broadband connections, such downloads can take many hours. If you're downloading over a wireless network associated with the 802.11b/g protocols, you may experience interruptions from ordinary devices such as microwave ovens and some cordless telephones, because they operate on the same range of frequencies.
Cordless telephones may be the most common problem for wireless networks. To avoid interference with either my 802.11a (5.8Ghz) or my 802.11b/g (2.4Ghz) networks, I have a 900Mhz cordless phone.
Even if you're using a wired Internet connection, there are a number of ways your download may get interrupted. If there's a thunderstorm anywhere between you and your download server, if there's electromagnetic interference near a cable, or if someone flips a switch in the wrong place, you may experience interruptions during your download.
There are many good applications that can help you restart connections after a download. I explore only two options in this annoyance: lftp from the command line and gFTP from the GUI.
Whichever you choose, there are other things you can do. If you have doubts about the integrity of a download, many services provide a checksum file you can use to verify it. If you administer an FTP ...