Great, I was just about to ask about the download size, since most external hard drives still default to FAT32 file systems (and I forgot/didn't bother to change), the full 2.4GB's as a single file would have caused trouble.
The limit is somewhere around 2GB, not 5GB as someone above stated. I hope newer Windows versions are good enough to spot and warn you when you try to download/copy files above that limit, I know that some earlier didn't, and would happily trash the file system by letting you copy files from NTFS file systems to FAT32 file systems, which were too big for the FAT32 limits.