Downloading 4GB ISO File

I've tried downloading Fedora Core 2 DVD ISO, which is about 3.99GB and almost everytime as it nears the 4GB size, I get a message telling me there is not enough disk space, however I have checked my drives and they all have more than enough disk space. Has anyone had this issue and if so what if any is the workaround it?

I've tried downloading from various mirror sites and all of them end up in the same situation. I am wondering if this is a smartftp issue or just general issue with Windows XP or my cable modem or router....Any help would be appreciated.

Cheers!

Files bigger than 2 GB needs a NTFS partition, if you have a FAT/32 partition you can't get a fille bigger than that size.