Based on your OS, ZA type and avast version there shouldn't be anything stopping the download.
Version 4.7.1043 was released on September 6 2007, so nothing in avast has changed recently.
XP and avast have been working well together for some considerable time and since you aren't on Vista that rules out any Vista issues.
Since you are using ZA free rules out any possible with ZA privacy as the free version doesn't have it.
So when did this problem start happening ?
Have you installed any other software at about the time this happened ?
Are you using a download manager ?
I'm at a loss as to why a download would start yet terminate before completion, there is certainly nothing in avast that would initiate this, so I would check your ISP to see if there have been any service problems with dropped connections, etc.
If you can try to respond outside the quoted text as it is easy to miss your comments. That is me for the night, almost 2:40 a.m. here and my bed is calling.