I found this in a few different places around the 'net - hopefully it's helpful:

How to Pause or Resume Downloading

After the download process has started, you can pause or resume downloading at any time. If you close your Internet connection or restart your computer after pausing a download process, Windows automatically resumes the download process the next time you are connected to the Internet.

• During the download process, click the icon that is displayed in the notification area, and then click Pause.
• When you are ready for Windows to start downloading again, click the Automatic updating icon, and then click
  Resume.

alternativley, you can you Download Accelerator Plus, or many other download managers/accelerators! DAP is the best though www.speedbit.com

...Or use a browser that is far more secure then IE. such as Opera or Mozilla which both have resume capable transfer engines.

try using Internet Download Accelerator or Lightening Download. I havnt found any resume qualities in the IE.

try using Internet Download Accelerator or Lightening Download. I havnt found any resume qualities in the IE.