This drove me bananas. I have MSDN and each every time in Windows 8.1 that I wanted to get myself a download it would only do a Direct download.
This meant that if I started to download something and if it timed out I would have to start all over again. Which generally is a complete waste of time.
But MSDN has always had (and still HAS to this day) the File Transfer Manager to allow the ability to download and pause / continue those downloads. It just doesn't work in Windows 8.1 64bit version by default. The reason is two fold.
File Transfer Manager is a 32bit (x86 application)
It does not get launched by default in IE 11. (Still hoping somebody will fix this)
The workaround is simple.
First you need to actually download and install the File Transfer Manager from HERE as the popup to install it does not seem to work on current versions of Internet Explorer.
If you're trying to launch a download from MSDN and need the File Transfer Manager application to assist you, you must launch this in a 32bit Version of Internet Explorer 11 (Which is still supplied in Windows 8.1).
You must ALSO send it from the Browser while running in IE9 mode.
To do this here are the steps.
First launch Internet Explorer 32bit version by Navigating to
c:\Program Files (x86)\Internet Explorer\iexplore.exe
If you like you can create a shortcut on your Desktop naming it (IE x86) to make this easier in the long term.
Then login to www.msdn.com
Once there hit F12 in the Browser which will give you the Developer options in Internet Explorer. Change the "Document mode" to 9 (For Internet Explorer 9 rendering mode) and the "User Agent String" to "Internet Explorer 9" which will identify the browser as Internet Explorer 9.
Once you have done this you can download from MSDN and it will leverage the File Transfer Manager for your download.
Make sure as well you click on the link under "General" and "Options" to "Place application shortcut on the desktop" to allow you to re-launch the File Transfer Manager later to resume those downloads.
I have just tested and confirmed this ALSO works in the current January release of Windows 10 Technical Preview x64 as the root cause is the same. MSDN's File Transfer Manager ActiveX does not Recognize anything higher than IE9 and will not launch within an x64 Internet Explorer.
The Energized Tech