I am running FireFox 3.6.13 and have the same problem. Download manager actually allows you to pause the download and restart it again. I watch to see if a file is downloading correctly. If not, I stop then restart the download. I have to do this 3-6 times before a reliable download continues. I don't seem to have this stop/restart option in IE8 so I don't use IE to download. Downloads hang in IE8 as well.
I have noticed that all 5 of my Windows 7 boxes here have this issue, but none of the 50+ XP boxes here have any trouble. I'm sure it has to do with Windows 7. Of the 5 Windows 7 systems, there are 3 different hardware configurations 64-bit and 32-bit, so I'm ruling out network drivers. Still leaning towards something weird in Windows 7. With 50+ XP systems with no trouble downloading, I am ruling out Browsers, Routers, Switches, Wiring or anything else between me and the internet.
I have already disabled IPv6, but that doesn't seem to help much. Any other suggestions for changes to Windows 7 would be greatly appreciated.