Also, open Control Panel, look inside "add/remove programs" see if there is any type of registry maintenance/security tools installed (or any other third party maintenance tools)....If so, try uninstalling it/them and restarting..... they may be preventing windows from utilizing the registry during download....
Booting into Safe Mode with Networking might be of some help isolating the problem, if any thing else doesn't work. To do this, Restart, Tap F8, when the advanced boot options appear select Safe Mode with Networking, and then trying downling while in Safe Mode
By the way, how long has this been going on? did it start happening after you installed any updates? If so, try a system restore, to a point when the system was not giving you this problem. But be sure to save any documents to external disk, so you don't loose them.........A System Restore could solve the problem even if updates havent taken place
to do a system restore, do this: Click START>All Programs>Accessories>System Tools>System Restore Follow the instructions and select a DATE to restore the computer to a time when you KNOW the problem didn't exsist