If the downloading portion does not complete and you get that "Problem" dialog it "usually" means that the attempt to get the configuration files from the server timed out or failed. usually waiting a while and trying again will correct the issue ( this is often due to our server being overloaded) assuming you are not being blocked somehow via your ISP or other means .
I had this happen to me and Im trying to remember how I solved it. I would do all the standard stuff. Disable antivirus, confirm your internet connection stability. Its wireless perhaps hard wire it for the install. try using the wizard in the repository. Perhaps force your netwrk address rather than DHCP, maybe use a public DNS (220.127.116.11 ) and your gateway.