It is true that the primary download site has been having problems. The last few times I've downloaded an update, I've had to restart the download multiple times because progress would keep stalling. I'll have to check out Sourceforge next time.
Worldwalker's advice is good. I always download installation files to my desktop, then run them when convenient. I also keep the installation files so if I have to rerun them later or need to revert to an earlier version, I will be able to without having to redownload the file (assuming it's still available; not all programs keep earlier versions available).