@slugger: I tried with Orbit Downloader also, its not working. And also i am downloading other files using fdm, even from the MS site and they are working fine.
@ravi: yaar i have a continuous connection, but its just 128 kbps, so i have to shutdown system everyday, when i go to my office. And BTW, if a download manager can't resume from a disconnected connection whats the use of using it in first place.
@all : Anyways, i am using the provided downloader on MS site itself (as an active X control). It seems to be working fine. I have tried disconnecting 3 times (once even i rebooted my lappy) and it resumed properly.
Thanks very much guys for your input. Really appreciate that.