There may be a number of times you can attempt a download. If it doesn't finish, I don't know if it counts or not.
I assume you have read the tutorials and stickys about making a bootable DVD from the downloaded files and you see no problem with that?
Did you try a different browser. It may not let you if there is a authorization method being used. But it might just take a cookie change to get that. If you install Firefox, it offers to import all the cookies, but there may be a bad cookie you do not want--hard to say for sure.