If you want to download files from the internet (either an http: 
or ftp: address) directly to your Unix account then
the command 'wget' is a good way. wget is quite intelligent in the way
it will retry when connections are lost and restart from part way through
a download.

  Examples

    wget http://www.somewhere.com/games/game.zip

    wget ftp://www.somewhere.com/pub/games/game.zip

  Running wget in background:

    wget -o wget.log http://www.somewhere.com/games/game.zip &
    (dont forget the & symbol)

  In this mode game.zip will be downloaded with wget running
  in background (you can logoff while it is doing this). The
  output will go to the file 'wget.log' which you can view
  periodically to see the progress. You can leave it running for
  hours/days.

    wget -c http://www.somewhere.com/games/game.zip

  will continue a broken download skipping the pat of the file
  already downloaded.

  wget also supports wild cards (game.*) and recursive directory
  downloads (option -r).

of course you can download more useful files apart from games! :)