Computer help forum: I need help - My downloads won't finish!

I have trouble downloading complete files. For example, I tried to download Games and More Games 1.2 from:

http://www.download.com/Games-And-More-Games/3000-2099_4-10666061.html?tag=lst-2

I used IE 7. I started the download at night before I went to bed, b/c my modem only runs at 26.4K(And there's nothing I can do about that. I live in a rural area, hence no broadband internet and my 56K modem only runs at half the rated speed b/c the phone lines are over 30 years old). When I checked my computer in the morning, a dialog box read "Download Completed," approximately 3MB(the file was listed on download.com as being about 22MB) in about 15 minutes. Of course, the download wasn't finished. When I tried to open the file, a message told me that it had been corrupted and that I should download a fresh copy. I have had this same problem with nearly every file I've tried to download. I've also tried the Games and More Games 1.2 download with Firefox 2.0 and MSN's proprietary browser with the same results. I have Vista Home Premium. I'm also running AVG Free Antivirus, although I doubt if this is causing the problem b/c I attempted most of these downloads with no Antivirus running. I was also logged in as an administrator during all of these downloads. I'm new to Vista(about 2 months) and all I know about logging in and logging out is that when you're not logged in as the administrator, you have reduced security priviledges. I'm the only one who uses this computer, so only one user(me) has ever been logged in. I really don't understand why I would want to log in as another user, but I thought maybe this had something to do with my troubles.

Any help is appreciated. You guys have never steered me wrong. Thanks!

P.S. BTW, My internet connection was still active after every download stopped.