I guess it depends a lot on how you did your 'download'.
If you're talking about an apt-get update, upgrade sequence, as root you string your commands together using the && (the sequence only continues if there were no errors)
sudo su -
apt-get update && apt-get upgrade && shutdown -h now
If you're talking about a download (e.g. using wget) [again, string the commands together using the && notation, ensuring that the commands execute in order only if the previous command was successful]
sudo su -
wget -t0 -c http://somedownloadsite/path/file.foo && shutdown -h now
If your download was done by a graphical client (gui), then it would depend on that client's mechanisms for executing scripts after a successful download.