The HTTP protocol does support starting a partial download at an offset, but has limited support for validating the local partial version of the file to make sure that it doesn't have junk attached to the end (or something similar). If your environment allows it, I recommend rsync with the --partial option. Its designed to support this kind of functionality from the command line.
If you can't use rsync, you may want to try working with Commons-HTTPClient and utilizing the Range HTTP header to download manageable sized chunks.
