Okay I think here are some people who using Gentoo without having enough knowledge about linux! I mean there are some not all!
So before we can talk about your problems we have to know something about your installation! So if you have stage1, 2 or 3?
This information is important to rebuild the error, so we can understand it. As far it is not recommended to use a stage 3 installation if you want to use gentoo! If you want do this, you even can use mandrake or such a dist.
This have to be said, because some people just wondering why it is not running and have no idea which system pkgs they have installed. That's bad for troubleshooting!
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After this short

text I want to tell what I have...
Gentoo 1.4 (Stage2)
Kernel 2.6.2 (no emerge one --> directly from kernel.org)
wxWindows 2.4.2 (tar.bz2)
GTK 1.2 (emerged)
aMule 1.2.5 (tar.gz)
No crashing with large downloads. I have completed a 1,1 GB file without crashing.
Before I used the 2.6.2 kernel I have used 2.4.22 and even there was no crash caused of large downloads.
So I can say: It is something with your gentoo installation! I cannot see any other problems...
So try to install Gentoo with Stage 1 or 2. If you can't do this, because you don't know how to do this correctly, install another distribution like Fedora, RedHat or something...
Please note: I think here even are some very experienced users, but some are not. This was not criticism for everyone who uses gentoo, but only for some of them, so don't be angry...
Greetings
Galizah