That’s right. Finally you can resume downloads in Internet Explorer. It works for me on Windows 7build 7057. This ‘feature’ isn’t documented anywhere, but it does work. If your download breaks before 100% completion, just restart the download from its link and save it to the same location. It’ll start from where the download had broken. Very handy, and I’ve been able to continue a few number of downloads thanks to this. Although, if you try to resume the download after ages (ages as in hours) of breakage, it might not work.
I have no confirmation if this works in the final build of IE 8 on Vista or XP. If you are able to make this work, do let me know in the comments.