Broadband pauses on downloading

I have a 600 kbs broadband connection which works fine on
speedtesting and general browsing. I have 3 machines
connected via a Linksys wired router but when i attempt
to download a file it just sits there without effecting
web useage or messenger and browsing is as fast as ever
on all the machines?

This appears to be related to the router as it downloads
normally when connected direct to the modem. Ive checked
the router and its set up as required... any ideas???

Nidge