there is also a feature, which is widely used in the linux world, sparse files. ntfs has this option too, at least at ntfs5 (so it would work on win xp), but it seems, it is per default disabled, or most applications dont use this feature on windows.
it would help a little, cause a downloading file wouldnt need its whole size from the beginning.
the problem is, as far as i know, linux uses sparse files implicit, for every application, on windows you have to declare explicit, that your files are sparse files.
so long,