Can you make it do that? When the game made me download it (I got my copy on discs), it did the whole 60GB even though the only thing that was missing was the PlayGTA.exe. (I've had the game on 3 different drives and lost it along the way).
When I had to redownload it, I moved the big data files in the main folder to another, deleted the rest and restarted the download, adding them back in. It seemed to jump very quickly every now and again and im pretty sure it was that.