Internet Explorer has a file download limit of 4GB (2 GB on IE6). Firefox does not have this problem (haven\'t tested safari yet) (More info here: http://support.microsoft.com/
Take a look at cURL. This article describes how to do a multi-part simultaneous download via HTTP. I've used cURL in the past to manage FTP downloads of files over 300GB.
Another tip: You can boost download times even more if you increase the size of the TCP Window on the client's NIC configuration. Set it as high as the OS allows and you should see up to 2x improvement depending on your physical network. This worked for me on Windows 2000 and 2003 when FTPing over a WAN. The down side is it may increase overhead for all other network traffic that wants only a few KB for a network packet, but is now forced to send/recv in 64KB packets. Your mileage may vary.
Edit: What exactly is this you're trying to accomplish? Who is the audience? I'm assumed for a bit that you're looking to do this over your own network; but you seem to imply the client side is someone on the internet. I think we need clearer requirements.