Problem when trying to download a large file! how to fix it?

I’ve been having trouble downloading files from megaupload and rapidshare, I’m using chrome. Ok, when I try to download a large file, say 300 mb to 800 mb chrome downloads the file all the way, but when it´s done downloading, it gets stuck like it’s still trying to download the file. If I pause it and resume it’s the same story, if I click cancel then the file is erased. I tried explorer, same thing. I do not have a choice but to download from these sites. I’ve tried different files same thing. Help!