This week's book giveaway is in the OCMJEA forum. We're giving away four copies of OCM Java EE 6 Enterprise Architect Exam Guide and have Paul Allen & Joseph Bambara on-line! See this thread for details.
"download managers" keep track of the number of bytes sent to the client and then if the connection is reset, they send a HTTP request asking to restart from the point the previous request stopped. I guess you would need to look closer into this and implement it in Java.