The progress/backwards downloads usually indicate some of the "chunks" are corrupt and thus LW will discard those chunks and attempt to redownload. If extended tooltips is turned on in the downloads pane (control-click the download pane's headers to get at that option) hovering the mouse over the text will show how much is "Lost to corruption." If the file has very few sources, sometimes the source can take a long while to send the right chunk. Starting a new search for the file can sometimes turn up a more reliable source.

There are other reasons downloads can get stuck, but those reasons are awaiting a fix in a beta version of LW.