Downloads keep stalling

Hi Guys,
Newbie here, hopefully this isn't a stupid question :(
Everytime I try to download a game (NDS onto Vista controlled laptop) the download stops and won't continue, this happens at different points in the download and is getting worse as time goes on. It used to happen now and then but now I cannot download anything.
Any ideas?

Try downloading using a download manager.

Use either Flashget, Orbit Downloader, or Free Download Manager.
search for it at here, www.softpedia.com