If you don't know, you likely aren't using a download manager as these
utilities aren't a part of XP and would need to be installed separately. In
other words, you would have made a conscious decision to use one.
Generally, all you need to do is to right click the file and select save and
make note of the location to which you're saving it. Sometimes, all you
have to do is hit the download button at the website, hence, how it is done
varies by site. Since you are in fact downloading, that is not the issue.
The problem as Ramesh suggests is that the files might be corrupt and that's
a problem with the source, not a problem on your system.
It's possible you may have a security setting is causing the problem but
usually, XP's default settings won't interfere. Have you always had this
issue or is this new, do you know if you have SP2 installed. Open Control
Panel, open System, if you see Service Pack 2 listed on the General tab,
then SP2 is installed. By default, it turns on the XP firewall. If you
have another firewall installed, it's not good to have two and that could be
the issue. If you aren't sure, whatever you do, do not shut down the XP
firewall as your system would then be open to attack when you are online.
If you are on DSL or cable, that would be all the time.
It's hard to say precisely because we know nothing of your setup and we
don't know what type of files you are trying to download and from what
source.
--
Michael Solomon MS-MVP
Windows Shell/User
Backup is a PC User's Best Friend
DTS-L.Org:
http://www.dts-l.org/