I guess I'll have to look into why it won't download the full file for anyone else...
Just for future reference, Imladris.net is trying to keep updated info on where people can download the trailer--it's usually listed right on their front page so you could check there for info too.
Depending on which download utility you use, you should be able to resume a broken transfer w/o the bad effect I experirenced. I had used RealPlayer with a FileHound zip. In the RealPlayer drop-down menu, I think under FILE, there is an option to RESUME the transfer. Every download utility should have a similar feature somewhere on its skin. Just try the different features till you hit the right combination.