PC hangs/pauses while download starts

Since networking my PC through a Zyxel router my PC hangs/pauses when
I start a download, like an MP3 download (mouse timer shows on screen
and PC freezes for 10 seconds) and also when the download reaches 100%

Does anyone have any idea why this is happening and how to fix it (it
wastes so much time when trying to download multiple files)

Thanks