You might want to look into a *great* utility called "wget".
It's probably comes standard on every modern FreeBSD/Linux implementation, but not many people in the Windows world know about it...
See this for a command-line vanilla Windows version:
and see this for a Visual Basic GUI wrap-around:
If you use the plain-vanilla command-line version, just launch like this:
wget -c
-c tells it to continue if a download is aborted...this way if your modem drops, when you re-connect, just re-issue wget -c and it'll continue where the file was chopped off.
Also, as other people have suggested, the path of least resistance really is to get an el-cheapo NIC and stick it in. It's not elegant, it's not "right" but it's the fastest way to get what you want.
Thanks! TR.