Once you've got Cygwin installed, you've got real tools. wget in particular can be requested to retry (and resume) downloads infinitely (if necessary) if you want. I'd use them to get the additional parts of the system, including XF86. You've also got ncftp (but not lftp), and can get w3m.

It's pretty cool. I'm stretched out on the living room floor of my condo, sshd into my Linux workstation at the office, and sshd from there into the WinXP install running in VMWare on that workstation ;-) (And they say I'm virtually crazy....).