If you got a 50mb connection or a 10mb connection it could miss or corrupt part of the file being downloaded. I.e. Downloading from a 10mb line could corrupt the file because of jitter of general poor quality of the line. Being to fast could skip part or receive it and not put it together correctly. Also if your HDD has had a lot of I/O Apps on it it could need a error check. But that's like super unlikley that you'd be using that section if it is true.

Torrents would be a good Idea. Apart from If Nokia want to see the download's or popular the file(s) are/is. Also bare in mind that when you hit the page you have to type in you IMEI number to prove you have the right phone.

Apart from that the only one basic thing I can say to you with out you taking it in a offensive way is don't play with the phone if your bumping into problems like that. Or having difficulty understanding some of the thing's mentioned.

If you want to go ahead. I'd suggest downloading from a m8's house or work maybe and popping it onto a USB2.0 memory stick. (Also even if the device is set up for quick removal) right click it and eject it when done. Then let me know how you get on. Or PM me your IMEI which I know I shouldn't take it from you just incase.. To cover my own back. Then I'll type it in to see if it's valid then I'll send you my downloaded file. (which works because I've flashed it to my phone. Sorry about the big rant.