TV season download

I downloaded an entire TV season last night. It has been downloading ALL night and is still not complete. (I have boardband internet). I am attempting to watch it on my Apple TV box. Even though epidsode 1 has finished downloading on my computer, it is taking up to 30 min to "load" on my TV. Then mid way through, the show pauses in order for it to download further.
How do I make this process move more quickly?