If the browser can’t complete the download, don’t delete the file just yet. wget can complete the job.
wget --continue <url>
Note: wget doesn’t come preinstalled on Mac OS X but if you’re using Leopard (10.5), Snow Leopard (10.6) or Lion (10.7) on Intel Macs, you can install Homebrew package management. You can then install many more UNIX-based CLI.