Are you getting any error message when this happens AltiodLai ?
Also how much ram you got, look in Control Panel - Sytem, that will help you find out .
Freezing can be caused by the puter not having enough ram to deal with the download speed which is rare, more likely you have left a search window open, a flooded result can do this too, make sure you shut those down and watch the transfers window to make sure its only the file you want being passed across.
A trick I use to retore some action to the puter is to flick open the cd draw and that intrupts most operations and lets me get in to control it.