http://gnuwin32.sourceforge.net/packages/wget.htm
Edit: I honestly don't appreciate the fact that I was downvoted for providing a VIABLE solution to his problem. So far every other solution has pointed him to additional FTP software. One of the largest strengths of wget is the fact that it doesn't crap out if the connection gets momentarily interrupted and rarely if ever times out like OP is experiencing.
I know some people think we should all coddle to the lowest common denominator and find "easy" solutions like "downthemall" or a program with a GUI, but dammit wget is lightweight, powerful, and easy to use if you RTFM!
Edit 2: Here, I just made it idiot proof. http://www.cybershade.us/winwget/