Nate is correct, and the way he explained it was quite interesting, and very intuitive.
But yes that is the reason your downloaded file was fragmented, because it saved itself to some of the clusters that were open becuase you delteted something from them before. Again just to make it clear. To use Nates thing here.
If this is what your hard drive looked like
Where X is some file, P is some pictures, M is and MP3 and V is a video.
XXXXXPPPXXXXXXMMMXXXPPXXXXXXXXXXXXVVVXX
Well then say you delete those pictures Mp3s and video. This is what the drive looks like then
XXXXX___XXXXXX___XXX__XXXXXXXXXXXX___XX
Then you download and save your new file represented by N, this is how it would save it
XXXXXNNNXXXXXXNNNXXXNNXXXXXXXXXXXXNNNXXNNNNNNNNNNN
Hope this helps