Using Microsoft Download Manager to download large files

We are having a big project in my company. A pretty big one, which requires a couple of new servers running Windows 2008 R2 64-bit and SQL Server 2008 R2, with IIS (Internet Information Services) running and hosting local websites. And this project will save us time and money when it's live.

Unfortunately the project is confidential so I can't disclose it's nature :D But at least I can share with you readers and fellow IT professionals about my experience with downloading---and redownloading for soooo many times---stuff from MSDN, and also the discovery of a free program that allowed me to resume/retry interrupted downloads. Read on if you are also having problem with your downloads and are looking for a solution.