For download, mark songs which you want to download and press the "order selected songs" button. Then use each "download" to download songs by download manager or by your browser features (click right mouse button on download and choose "Save target as" and choose destination folder).
You can use Download Manager, because most of them can resume interrupted downloads. For example ReGet (www.reget.com). After installation of ReGet, just right click on "download" and choose "Download by ReGet".