Depends on what its downloading.. could be very short, could be a much longer time period.
Generally i would leave it as long as possible, as if its interupted could cause issues... but if you havent seen a change in a while, unplug it, and reboot it.
Though, it will likely start again at some point, if it needs to still do the download.
If this is continually happening, usually the culprit of it, is that the signal is poor to the box. Bad signal can cause the download not to download properly.
You would want to call in and get a tech out to check the signals, etc.
As mentioned by @Gdkitty above, a poor signal is often the cause of this issue. Usually you can call Rogers and have them check the signal remotely, without the need for a technician visit. If you do have a poor signal, have them check your neighbours, because it can be a neighbourhood issue, in which case they need to send an "outside" instead of "inside" technician and you don't even need to be home.
This can also be caused by overloaded servers at Rogers, in which case a reboot would likely force the reboot to work at a later time.