I have had the same problem, not only with WSJ but occasionally with the New York Times getting stuck.
But if you can live without the pictures, try excluding images from the download. Just create a custom recipe from the built-in, and then exclude images by adding "dict(name='img')" to the Remove Tags section near the end of the recipe.
Without images the result is a much, much smaller file (1mb or less) and a very quick download which, at least for me, rarely fails or gets stuck. (I do the same for the New York Times)
Unfortunately there is still the occasional problem of not getting all sections of the WSJ, but it seems to happen less frequently with the "no images" version.
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