How can one download huge files without much trouble?

I want to download an operating system (Ubuntu 10.04 LTS) whose size is about 700Mb. Earlier when I tried, after downloading more than 50%, the computer had to be shut down due to power failure. Please suggest how I can download such huge files without facing such troubles. I have also heard, while downloading huge files over a large distance, connection may get disrupted and the downloaded file may become useless. But I have to pay for downloading every Mb of data. Please suggest how I can do it without trouble. Is it possible to download a huge file in smaller bits?