slow internet. my bro and i are downloading the same game(brink as it's free). i thought "hey wouldn't it be cool if i could just copy over urs since it would be faster"

me and bro downloading same game on steam. i figured it would be faster if he was solo downloading it(slow speed here, don't ask i feel ugly saying it out loud).
when he finished downloading it, would it work if we saved it on an xternal hard drive, and i downloaded it from that to play? would that work? thanks in advance for answers.