Video download fails or is very slow in Internet Explorer

When I try to download a video using Internet Explorer, the download process takes a really long time and sometimes still fails. What can I do?

1. Copy the URL of the video from the address bar.
2. Select "Download This Video" to get the RealDownloader pop up.
3. Click the "x" in the RealDownloader on that video to cancel the current download.
4. In the RealDownloader, select the "Download a video from a web link" box [A].
5. Paste the web link to download [B] and click the down arrow. The downloader will search for the video and automatically download it.