The default value for the file size limit is 50000000 bytes.

This issue occurs because a security change that was introduced in Windows XP SP2 affects the Web Distributed Authoring and Versioning (WebDAV) redirector. This security change makes sure that an unauthorized server cannot force a client computer into a denial of service attack. If you try to download a file that is larger than 50000000 bytes, the client computer interprets this download as a denial of service attack. Therefore, the download process stops.

To fix it install the following

http://go.microsoft.com/?linkid=9821725

Or to fix it your self

To resolve this issue, follow these steps:

1. Click Start, click Run, type regedit, and then click OK.
   
2. Locate and then click the following registry subkey:
   

   HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Services\WebClient\Parameters
   

3. In the right pane, right-click the FileSizeLimitInBytes value, and then click Modify.

   If you cannot see the FileSizeLimitInBytes value, right-click the blank space in the right pane, click New, click DWORD Value, type FileSizeLimitInBytes, and then click OK.
   

4. In the Edit DWORD Value box, click to select the Decimal option. In the box under Value data, type a value that is larger than the size of the file that you want to download. Click OK.
   Note The default value for the file size limit is 50000000 bytes.
   
5. Quit Registry Editor. Restart the computer.
   

Reference :http://support.microsoft.com/kb/900900