I use Getright and have for many years. it is one of only very few items worth the money. You can get a trial version at www.getright.com Give it a try.
It has something to do with the server hosting whatever you are downloading. It may not be able to handle all the requests it has and dropped you or soemthing.
However, downlod manager can keep track of whats been downloaded and resume downloads even after the initial connection is broken.
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