Large File Download problem

From my website various people (including me) are having a problem
downloading large files. When people try to download a large file (looks
like anything over 1GB - I am note sure exactly though), it either downloads
just a little file of 1 KB, or it just goes on, past the actual size. For
example, I tried to download a file of 1.74GB, and it is now at 2.98GB and
still downloading. We are attempting download by right clicking and
choosing "Save Target as..." These files are all .wmv files. You can try
them BTW at iCinema.com

Also, I tried downloading by using command line FTP (I logged in as
administrator) and it works fine - the correct size file downloads.

Any thoughts welcome.
--
Anil Gupte