Advice when file download hangs (BBC I Player-WMV format)

[#1]

I was trying to d/load a TV Prog as a wmv file via I Player site, but it hung at
around 85% and then just remained.
Only solution was to waste all the d/load and try again later. (This worked).
Was hard wired to router, and using IE8/ Vista.
Speed I enjoy around 2.400kbps.
Is there ever any point in hanging on, in hope eventually file d/load would continue?

[#2]

If the site supports resuming of downloads it's always best to use a download manager. Then your download can restart from the same position it stalled on.

[#3]

Thanks; haven't used one of those since dial up days!!