So we have established:
a) It is not a browser issue and since there is no proxy not a mitm issue
b) Did you run wget with –debug and –verbose (I think that these are the flags) to see what debugging spew was emitted – at least what the http error was?
c) Do you have any client side settings to terminate long running connections?
d) It might be worth trying on a different client like a linux box to see if is windows specific