Here's something that thoroughly pisses me off, and with streaming MMOs every other month I encounter it all too often.
This is a screenshot of the En Masse launcher, which is in the process of downloading a game (though it might as well be nearly any game launcher). As you can see, the download has stalled. Clicking 'Pause' and then 'Resume' will in fact resume the download... for a short time. I know because I've had to do this over 50 times just to get to 22% and I will have to continue this until it's finished, for a total of several hundred clicks.