It sounds like the standard error message it gives you if it senses it's not getting through the correct ports. If you have a router, try setting it up to forward the port the downloader is trying to use (you can see in the advanced details in the downloader).
Heh, everytime I tried to download the patch it'd get to a certain point and then destroy my network connect (I'd have to restart my cable modem) and eventually the patch would stop downloading after about 90 megs. That's never happened before.