Hello goldrock,
If you are still havng this problem delete the file that you seem to be hanging up on from your MXO folder.
Afterwards open "My Computer" right click on the drive that MXO is installed on (most likely C drive) and select Properties, then click on the Tools tab, click on the "Check Now button" and after Error Checking is finished running click on "Defragment Now" (Both of these may take a while to run depending on the size of your hard drive), then try the download again.