Updating Android SDK via Eclipse interface requires that your internet connection be stable. If in the middle of the download your connection is interrupted, you have to start over.
Yet, you can actually use download manager (which cache files and resume download from where you left off) when downloading SDK. Here's how:

Inspect the log window when you start the Android SDK Manager (it's the paper icon next to the tiny red square button). In the log, you can find the XML containing information about your download. Inspect the XML, and download whatever part of the SDK that you need.

So here was my situation.

I got Galaxy W. Unrooted. Android Gingerbread 2.3.6. I needed to tinker with the new Google ADK. Google ADK, with the Android device acting as the USB accessory, require that Android 2.3.4 be installed as the minimum.
But then again, not all Android device with 2.3.4 version support USB accessory function. There has to be a certain file in the Android file system for it to support ADK. And my Galaxy W does not have it.
I could install those files manually but I needed to have root access on my Android. I needed to root my phone.

Here's how:

http://forum.xda-developers.com/showthread.php?t=1317394

1. Download this Zip-file copy this into the internal SD card.

2. While switched off, keep the following buttons pressed. Release the power-button once the Samsung Galaxy W(I8150) is switched on.


As soon as you see the Android with the box, release the Home- and Volume Up-button.

After you hit the menu-button shown on the last image, the screen will gray out, you will have to wait until the recovery menu appears.

3. Navigate with the volume up and down to apply sdcard:update.zip in Recovery Menu. To confirm your selection use the home-button.

4. Choose (with volume buttons) the update.zip file on your internal sd card and confirm again with Home-button. You will have to wait 5 seconds.

5. Now choose reboot system now and confirm with home button.

Now you device should be rooted.

Just in the case the website goes down or disappear for some reason, I copy it here. I got the zip file too, in case you need it.

When you do adb shell and get into Android file system, you can now do: su and get root privilege. But there are many commands which are not available on standard Android installation. One very important command missing being: cp. The copy command. Solution: install busybox. Copy the file into sdcard. Now everytime you want to execute copy, you can do: busybox cp ....

One more thing, before you can copy files to the system directory, you need to mount it as RW.

mount -o rw,remount -t yaffs2 /dev/block/mtdblock3 /system

That's it!