I forgot the name of a file download helper. it allows you to pause or stop and then restart or continue the download. I have all files backed up just can't remember its name.
If you are using Firefox (and you should ) please have a look at "DownThemAll" it features very nice resuming/pause/stop/manageable downloads from within your browser, and it also has a "leach" feature to download everything from a site acording to criteria. I swear by it.