Must be something on your end. It downloads fine for me in just a few seconds and the checksum matches binary1248's result :
[jj@arch ~]$ time wget http://www.sfml-dev.org/download/sfml/2.1/SFML-2.1-windows-vc10-32bits.zip
--2014-07-13 23:54:17-- http://www.sfml-dev.org/download/sfml/2.1/SFML-2.1-windows-vc10-32bits.zip
Resolving www.sfml-dev.org (www.sfml-dev.org)... 213.186.33.2
Connecting to www.sfml-dev.org (www.sfml-dev.org)|213.186.33.2|:80... connected.
HTTP request sent, awaiting response... 200 OK
Length: 10892026 (10M) [application/zip]
Saving to: ‘SFML-2.1-windows-vc10-32bits.zip’
100%[===========================================================>] 10.892.026 1,56MB/s in 7,8s
2014-07-13 23:54:25 (1,33 MB/s) - ‘SFML-2.1-windows-vc10-32bits.zip’ saved [10892026/10892026]
real 0m8.051s
user 0m0.043s
sys 0m1.680s
[jj@arch ~]$ md5sum SFML-2.1-windows-vc10-32bits.zip
b2c52c85c3096100f254f07dc4e81e38 SFML-2.1-windows-vc10-32bits.zip
[jj@arch ~]$