OK, I found out more about this and I think I know the cause... but maybe not the solution. The problem is that downloads are cut off after 10 minutes.
I did a download test on another site and got around 500 KB/s (kilobytes, not bits) and downloaded a whole gigabyte file with no problem, so I'm pretty sure it's not an issue on my side. I do have a firewall, but it's never been an issue before as it doesn't interfere with outgoing web requests.
One thing I noticed is that with the rocket french site, I only get 5-20 KB/s normally, much slower than I get on some other sites. I also saw that I could download files if the speed was fast enough, if I try late enough at night I've managed to download some entire mp3's. That's not working for the games though... too big.
Here is the symptom I see: after 10 minutes, almost exactly, the download stops. If I managed to get the download in the 10 minutes I'm OK, if not... start over. This 10 minutes is pretty consistent and only happens with the rocket languages site. I've done quite a bit of web programming and I think your php scripts that handles downloads have some sort of timeout mechanism that kicks in after 10 minutes. Either that or there's a setting on your web server to do it.
If anybody else is having issues, can you check for this 10 minute timeout as well?