ah gee radio I'm sorry your feeling this way! It is frustrating. I'll answer until someone with real expertise gives a better answer lol

sometimes it's the site you're downloading from... their error
sometimes there is too much noise on the connection..
sometimes there isn't enough memory available on your computer... especially if you have lots of photos or are downloading gifs or jpgs... try resetting your allowance on your internet options, to allow more space for files...