To the previous poster... check the civicrm support forums. The issue is not their software, but more than likely your upload limits on your web server. Download the software directly from/to the server or use ftp and put it in the local install component install directory and you shouldn't have any problems.
To the others, yes it is very complex but very powerful and is a great package for which it was intended (grassroots organizing). You won't find anything better in the OS world. Joomla and Civicrm are a great combo.