It sounds like the browser is timing out during the download. If
possible for you to do, a good alternative is get the data through a
unix shell using wget or curl.
The link to download can be obtained by right clicking the floppy disk
icon inside a history item and choosing "Copy Link Address." Once you
have the link:
% wget '<link>'
% curl -O '<link>'
The quotes aren't strictly necessary but will prevent the shell from
evaluating the '?' character in the link.