There is a great way to download large files from the Internet. This example downloads a tutorial video from Idera that, once downloaded will run in your media player:
[reflection.assembly]::LoadWithPartialName("Microsoft.VisualBasic") | Out-Null
$url = 'http://www.idera.com/images/Tours/Videos/PowerShell-Plus-IDE-1.wmv'
$dest = "$home\video.wmv"
$object = New-Object Microsoft.VisualBasic.Devices.Network
$object.DownloadFile($url, $dest, "", "", $true, 500, $true, "DoNothing")
Invoke-Item $dest
$url = 'http://www.idera.com/images/Tours/Videos/PowerShell-Plus-IDE-1.wmv'
$dest = "$home\video.wmv"
$object = New-Object Microsoft.VisualBasic.Devices.Network
$object.DownloadFile($url, $dest, "", "", $true, 500, $true, "DoNothing")
Invoke-Item $dest
