Looking at the memtest86 DVD ISO https://www.memtest86.com/tech_booting-cd-dvd.html and trying to boot it in virtualbox. That link mentions this link https://www ...

In the Select Folder to Image dialog box that appears ... will do its stuff and you’ll be presented with a spanking new ISO file from your image. Macworld is your best source for all things ...

If you are using any third-party download manager, I would suggest checking the box which says — Download using a browser. In case of any interruption, Rufus will be able to manage the ISO file ...