It's because developers are so high that they made thousands of small files instead of a few big ones. If you have something like internet speed meter or built-in setting for that, activate it and go back to downloading. Start but don't click to "ok" if it gives error, watch the speed meter because it will continue to download. If internet speed ever stays at 0, then click ok and it will reopen the game and continue to download rest of the files. If game closes before complete, well, shit. Back to 4.60 GB (afaik) download.