Do you have physical control over the router that your wireless USB modem is connecting to?
Does it have all its recent firmware updates?
There could be some bug in the router firmware, for all I know. That is why I keep pointing out that other people with your similar problem were able to successfully install itunes when they got the download from another wireless network.
So why don't all downloads fail? Again, I am not sure. However the itunes setup file is almost 90MB, while song files are only around 7MB, and the Firefox file size is also around 8MB. There is a much greater chance for wireless interference while downloading a big 90MB file than with a smaller file.
The file transfer software is supposed to report errors but if there is a bug in the firmware, it might not.
Really....here is another story of someone who just used a different wireless network to get the file.
They haven't posted back after updating their router firmware, but I bet it will be fixed if they do.
http://discussions.apple.com/message.jspa?messageID=10687871#10687871