After finding a post on a related problem, I deleted Dell cookies and tried downloading via browser option rather than Download Manager and it worked as hoped. Thanks for the post that solved the problem. The Download Manager seems to be a persistant problem.
I have performed a clean install of XP SP2 and when I tried to download Dell drivers I get the following message from the Dell Drivers and Downloads site. "Sorry, we couldn't find [URL] Here are some related websites:". This happened on the first two driver downloads I tried. This is for a Dimension 4700.  [IMAGE]
Problem downloading drivers.