This short article teaches you the painless way to download the file from MSDN.
MSDN used to have a File Transfer Manager that was giving problem most of the time (not popping up). Somehow msdn discontinue with this utility on 25 March 2015. For more information see this https://msdn.microsoft.com/en-za/subscriptions/aa948864.aspx.
I tried to use File Download Manager, DAP download manager, and FireFox DownThemAll. All of this could not complete the 3 GB download in MSDN with the error “Access denied. Invalid user name or password” So I contacted msdn site support and they took me just use the IE default download manager will do. I doubted because IE default download manager never successfully downloaded even 1 GB file for me.
Somehow this is the first time I can download 3 GB file in 3 hours and 40 minutes. I really hope this is not the only time.