Hello and welcome,
In order to troubleshoot your problem we need to know more detailed specs of your system hardware.
1. Go to Start > Run, and type msinfo32, look under the Components section for hardware identification
2. Go to Control Panel > Device Manager and look for any entry that has a yellow flag beside it
3. The manufacturer name and model number of your PC, if applicable
4 Please fill out your computers specs in the User Control Panel here on the site as well. It will then appear next to your name. look at my posting and you'll see the drop-down arrow.
The exact make and model of your motherboard would be of great help also.
Are you using the 32-bit or 64-bit version?
Was this a "clean" install or an upgrade?
Try using IE, and make the file save to the desktop.
There's no reason you shouldn't be able to download files more than 2GB's with IE. What is the exact error message your receive?