I was trying to pull some training videos off of our corporate Sharepoint site today and kept getting "Download Interrupted" errors. That's annoying. I popped open Wireshark and found thousands of TCP ACK retransmits. There were no ICMP messages indicating connection trouble, so it was rather odd.
I found a solution on the Office365 Community forums; disable TCP Window Autotuning.
The command to do this (from an elevated command prompt) is
netsh int tcp set global autotuninglevel=disabled
No reboot is required.