You say download, but I am assuming that you mean an update.
I have not had a problem with an update yet in Windows 7, but I did in XP. In XP I was able to go to a screen that had more information about the update and it had a link to a page on their website about the update. When I looked on their website, I found a forum on that update which had a solution to my problem in it. I don't know if Win7 has this or not but I would assume it does. You might try looking around and see what you find.
If that does not work, find out what the name of the update is and do a search for it on the internet.