Where on earth are you downloading files of that size from?
There used to be a limit of 2GB on files downloaded via FTP but, as far as I know, newer FTP servers and clients have upped that restriction - we FTP our monthly backup (about 5 to 6GB) off site without problems.
As for http download I've never used it for more than about 600MB and then only when FTP was unavailable so I can't help there.