Because the "file" is not that heavy''
Yes it is.
The Mountain Lion upgrade file is approximately a 4GB file. Even with a high speed broadband connection, that can take at least 45 minutes.
Apple does recommend a high speed broadband internet connection as noted here using Mountain Lion Recovery > OS X: About OS X Recovery
If at some point you had to reinstall OS X or repair the startup disk, that must be done over the internet.
Test the speed on your internet connection > Speedtest.net - The Global Broadband Speed Test
If downloads are not at least 15Mbps, the download may time out before it can finish.
Make sure there's enough free disk space to install Mountain LIon.
Click your Apple menu icon top left in your screen. From the drop down menu click About This Mac > System Report > Storage. See Available and Capacity. Make sure there's at least 15% free disk space.
Third party apps such as Little Snitch can prevent apps from downloading as well as anti virus software.