
That's not a connection problem you see. It's the installer downloading everything first (not installing at same time), in small blocks into dozens of temporary files, where after one tmp file is done, it copies the tmp to a .cab in the same temp folder (very disk IO intensive - they haven't heard of using RAM for whatever they're really doing, wonder if it's doing something more than just copy), deletes the tmp, then goes on to download another of the hundred blocks.
I suspect there may be some kind of block downloading going on as the tmp/cab's are actually many MB in size but it would appear they are downloaded in smaller blocks synchronously.
Now it could be that this is the only possible way to download something as fast as possible, after all the faster you download, the fast the download finishes and thus the sooner the server resources are freed. It may also be that VS2010 was designed so that it could not be installing at the same time as it downloads (atleast the previously finished component if not in a more fine grained manner) and resume the download and install later if the connectivity drops or space runs out during the process.
In other words, it seems to me that MS should only offer the ISO or design the dl+install process with some common sense.
And to top this all of, the computer needs to be rebooted midst of the install. Some things never change. I do hope if MS ever comes up with a new ubiquitous operating system, people are forbidden to write installers and only the world top most performance gurus are allowed to design one optimal platform for install ,servicing and so on. And performance is defined as not doing things that you don't really need to do. Like copying anything around, in memory or disk, or writing to disk before everything that could be done in ram is done there. (no temp folders in disk for install processes)