hmmm, maybe the connection is timing out, to many people downloading SP2 of MS website.

i havent downloaded SP2 yet, however if it is just a exe download, get a download manager like gozilla or the one builtin with Mozilla FireFox webbrowser. if you use a download manager, if the connection drops again, you just restart the download in the manager and it starts from where it stopped.

(These are pure guessses)

cheers,