Installation Manager only keeps the small files and not the big ones

If I leave the Installation Manager on for many hours, it downloads about 5 GB of files or more.

Problem is that when I close the program and then come back later and start a new session, it only keeps the small files and all the other files over 1 GB are gone, it is as if they were never downloaded in the first place.

What causes this? It has something to do with big files not decompressing I think, but I’m not sure.

If the solution is to leave it downloading for a week, then I am in trouble. I cannot even leave this download on for more then 10 hours in a row, this is not logistically possible for reasons I won’t explain, but I have to break this up into many download sessions.

In this case, am I just never going to be able to install this?