I ve written an app that downloads files from a sever via http. The users will always be on WLAN when using my app. It downloads files of <10MB without any issues but the
I would recommend using ASIHTTPRequest library.
It can download files on the background without blocking your app, and can even hook into into a progress bar or something like that. The "How to use it" provides lots of examples and sample code.
Second on the ASIHTTPRequest library, it really is very good. In addition, try downloading a much smaller part of the file(s) for a given request (I'm assuming they are XML or JSON files). Only get more data if the user is requesting it (eg, user is scrolling past a certain point in a tableview). Something to consider anyway.