Update January 4, 2012: After Cloud 2.0 hotfix 3 was applied, additional testing was done and the issue is not duplicatable. If you continue to have issues, please contact Blue Coat Technical Support for additional assistance. As of this update, this issue appears to be resolved.
There are two ways to work around the issue. They are as follows:
1.) Use the manual method of downloading instead of using the site's download manager.
2.) If you are using IPsec, bypass the destination site using a rule in your firewall.
The download managers start downloading multiple instances of the same file. Each instance requests a byte range of the file.