That usually means that the person you have been downloading from has turned their computer off for the night or something like that.
Also it's not unknown for people to play little mind games.
They deliberatley wait till you've got something like 90-95% of their file then they deliberately cut you off.
This is just one of the things that you have to put up with in this free file sharing situation.
Fortunately most people are genuine and most of the time you should be able to get as many files as you can handle without too much trouble.
If the trouble continues of course come back and post a new message in the forums and maybe a moderator or someone with more experience than me will be able to help you out.
Good luck!