It happened with me too and I fugured out why. the download just ends as if its complete but it is not complete. You will find that the file size that you have downloaded is less than the original file. Sometimes the download cuts half way and ends as if complete and its not. So you better sit and watch it until its over. OR its better to use download acceleratior or Getright. They will ensure that the download will continue from where it stopped last time. I wish it works with you.
I think the problem is with the Firefox. When you start to DL more then 1 DL I think it cuts the first DL right there where you started with the second DL. Considering that Thor has posted more links my ONLY complete DL was the last one. The first 4 were incomplete because I was DL-ing all of them at the same time.
Now, I have used an application for DL and re-DLed them and it is OK.