Sure enough, I can't complete a download, in either IE or FireFox. It goes along at about 28.5k, then after about 12mb it starts slowing down to near nothing. Eventually it arrives at 12.8mb, but never completes, in either browser. Canceling does just that, cancels the download. I am not using a download manager.
Interestingly, in FireFox you can select 'Pause'. (Perhaps this is a new 1.5 feature; I'd never used it before.)
Once the download achieves 12.8mb (and holding) you can select pause, then rename the .part file to a .zip file. It passes inegrity checks and installs just fine.
One more point, FYI, the title bar of Designer shows November 30, 2005, rather than December 3, 2005. I presume I got the very latest...