If you're trying to load a huge attachment into an e-mail program like Outlook/Outlook Express, it can lock up for quite a while. Especially for slower connections. I was on dial-up for a long time, so I feel your pain and annoyance.

E-mail programs download everything in sequence, and that holds up everything else.

You should be able to get into your mailbox another way, through a 'webmail' log-on (done through any web browser). Then, you can look at the list of messages and delete the offender, or download the attachment directly and efficiently.