You should search for alternative methods of downloading that can be faster and more reliable.
The method I use, is go to google, type in this for the search bar "site:******.com *GAME NAME*" (works with really anything.), and google will search that site specifically for the game you typed in, good sites (These are legal, no rom links stupidity.) include: Megaupload.com, Mediafire.com, Rapidshare.com and those lot.
To help ease the pain of multi-part downloads, use a free program called jDownloader, for some sites such as Megaupload, it will even do the captcha code for you, and uncompress files as well. If you're looking for a multi-file compressed game, sometimes you might just ditch the "site:" part, and just do a search to find a site that may have posted download links, copy them and have jdownloader do the rest.
I used to use torrents, but after putting up with the nonesense of 1-100kbps, I eventually switched to this, and you are faaaaaaaaaaaaaar less likely to get in legal trouble this way. Given the fact that I have godly internet here, sometimes when using sites like mediafire and megaupload I get a download speed anywhere from 1-8 MEGABYTES per second. No joke.