It's working fine for me as well, latest version of Chrome running on Windows 7 64-bit.
Chrome is doing things properly, it's sending byte-range headers to the server which in turn is only returning part of the file. That allows the music to be played quickly (the entire file doesn't have to download) and allows users to skip to any position within the music (at which point Chrome will request another small chunk of the file from the server).
I wouldn't recommend doing this, but if you need to force browsers to download the entire file, you need to prevent the server sending the HTTP Accept-Ranges header (or set the header value to none).