It is quite a large download, so it depends on your internet connection - its best to download the different packages one at a time and make sure they install OK - I had a glitch or maybe even two when I did the download, but it wasn't a major hassle, you just have to keep engaged with the process.
That´s what I am doing now and it is much better. I Think that this is something that they should advice when you start the installation, as doing it in this way allows you to mange better your time and internet connection.
Yeah - it does ultimately come down to your internet connection in most people's cases - I use a cable connection, which is more reliable than ADSL via the telephone lines - it still has its glitchy moments here in the UK, it depends where you are. Hope it continues to be OK for you.