Does this only occur when you try to download a specific file or for all files?

It is possible that anti-virus software is corrupting downloaded files or is interfering otherwise.

Try to disable the real-time (live) scanning of files in your anti-virus software temporarily to see if that makes downloading work better.

Boot the computer in Windows Safe Mode with network support (press F8 on the boot screen) as a test.

• http://www.bleepingcomputer.com/tutorials/how-to-start-windows-in-safe-mode/