Without anything to go on in your Q, I can throw in a couple of suggestions:
Is there any Error box opening up that might give some clue? You can reboot and hit during the boot process and choose "debug mode" to start up in. You'll then have something to look at that shows just what's going on; while logged in, you can also examine your Event List, after a hang and look at what entries are found just before, during and after the failure.
If trying to use a link for the download, next time it fails (and you've rebooted) right-click the link, then the "Save as..." and the next open box should give you normal choices about where it should go on your system, as well as a name of some kind. You can make changes, here, to your needs, then click on "save," "OK," or whatever it prompts to start the download.
Use Window's "Task Manager" (simply right-click in a blank area of your task bar or quick task bar, when logged in and following the failure), look in the popup box, click "Task Manager" and study the "Applications" and "Process" listings for anything amiss. Maybe there's an orphan Process entry from a failed download attempt still open (such orphans from many sources can cause stray problems) and showing up in the Process list.
Give those a try and good luck!