You might want to check the httpd.conf file if you're using Apache, in particular:

# Timeout: The number of seconds before receives and sends time out

Timeout 300

# KeepAlive: Whether or not to allow persistent connections (more than
# one request per connection). Set to "Off" to deactivate.

KeepAlive On

# MaxKeepAliveRequests: The maximum number of requests to allow
# during a persistent connection. Set to 0 to allow an unlimited amoun
+t.
# We reccomend you leave this number high, for maximum performance.

MaxKeepAliveRequests 100

# KeepAliveTimeout: Number of seconds to wait for the next request

KeepAliveTimeout 15

#
[download]

It might be that your connection is not persistent or it is too slow compared to the timeout if anything goes wrong along the line.
Regards, Roberto