Right click the top of the column headings on the download window & choose to show vendor/version. Now is it LW or RAZA users you're downlding these very large files from? If it's raza (shareaza) then they are guilty of using more than one p2p network simultaneously which means their bandwidth available can variate dramatically or completely drop. You may also be swapping between others in a cue for the upld slots of those hosts. Raza users are reknown for being unreliable for downlding from!

May I ask what your downld bandwidth is? as in what the isp offers, & have you tested it to see what it actually is? Remember isp's quote in bits per sec whereas LW shows speeds in (k) bytes per second.
8 bits = 1 byte or 2 nibbles. lol (nibble is very, very rarely used nowadays! 1 nibble is half a byte! Nibble before you bite! lol )
Choose nearest location for a speed test & only have your browser open: http://www.t1shopper.com/tools/speedtest/ (Don't do it whilst LW is open!)

And see if you have the same problem with a magnet link from here: http://www.magnetmix.com/video.shtml See how consistent your speeds are. Are they? What speeds do you get?