I just downloaded it no problems.  I not at the lowest tier on internet but I'm not all that high either.

Try shutting down all of your programs and do a RESTART of Windows.  That will clear out all of  your memory and you can start fresh.

Many times if you just wait 15 - 30 min the problem will go away.

It could also have been a bandwidth or network traffic issue.  Certain times of the day your ISP may experience high numbers of users or high usage causing you to time out.
Don't rule out rebooting your router.  Sometimes that will give you a fresh start with your ISP.
I reboot mine once a week whether I need to or not.

You might be having bandwidth in your own household as well.  If you have  a wife and / or kids and they are gaming or streaming that could cause higher lag times which would cause the download to crash.

Yeah... What Scott said. :)