Well you have three types of VPNs (for this purpose).
Type 1. website based VPN e.g. vpntunnel.net. I don't think this will work for downloading.
Type 2. browser based VPN. If you're downloading if from a site, I think a browser one might work. Hola! for chrome is a free browser VPN that i've found useful at times.
Type 3. Complete system VPN. These divert all internet traffic through the VPN regardless of what programs you are using and will definitely work. I used SurfBouncer, they are very reliable, have a heap of backup servers and unlimited fast bandwidth, but are quite expensive. VPNinja are another trustworthy VPN, though I have not used them personally, they are a lot cheaper and quite popular in China. As for free ones Hotspot Shield have a free unlimited version I believe, and I think their subscription is quite cheap too, again I don't have personal experience with them but they are trustworthy.