The whole computer stopping whilst an application does something is due to cooperative multitasking, so your 700MB download times out whilst you're opening a really large file.
Multi-threading is what lets an application continue whilst part of it is busy, so you could still read email whilst news is expiring. But that's up to the application to implement, hardly any programs do it completely, usually the sympton is redraws not happening. Oddly these applications are running multiple threads, so who knows why the job wasn't finished.
Once we have PMT and multi threading it should be much easier to add multiple CPU support.