If you give all your computer info, OS, and all your security apps, and any other things that you have tried to make it work for you someone here will be able to walk through a process for you to get it working so that you will be a happy customer (camper?).
I can give you mine, so that I also become a happy cutomer.
OS: XP Pro
Security Apps: Avira Personal Premium; Comodo Firewall with Defense + (newest version 126.96.36.1997)
What I tired to make it work:
- Set Firewall and Defense+ to learning mode --> nothing change
- Set Firewall and Defense+ to disable --> nothing change
- Completely turn of Comodo Firewall --> problem gone
- disable Avira Antivir guard --> problem gone
Also I should mention that the problem does not always occur, but only in maybe 80% of the cases. Also, mostly I could solve the problem by trying several times to download the same file; after a few tries it worked.