Why not download the whole data set?

Users who come from research traditions that typically use smaller datasets think in terms of pulling down the full set of data. However, with complex longitudinal survey projects with data spanning decades, the databases can be so large and complex that the methods used for smaller data sets can become very onerous for the user and can become a substantial impediment to the successful organization of a research effort.

There are many reasons that downloading the entire data set is not a good idea.