large software downloads will not finish, they just stop.
Large downloads just stop and never seem to finish, with a good internet connectiion.
iPhone 4
Knowing nothing other than the one sentence you offered, and the fact you have an iPhone 4, I suspect you're using a lot of your iPhone's memory. The large downloads would probably work better if you did them on iTunes, and then sync your iPhone.
Also, restoring your iPhone (using iTunes) might compress some of the memory you're using.