Doesn't the message tell you what the potential causes of this are?
If you got this error while surfing our direct pages I sincerly apologise. Probably a bad link. It has been noted and we will fix it ASAP. Another possible reason is that you have a firewall which hides referer address. Disable it and the download should work.
The number one reason is that your software firewall is blocking "referrer" information being sent by the browser.
So configure your browser, firewall, and/or proxy correctly and it will work.
If the problem is a bad link, least likely, then we'll have to guess which one it was you tried because we don't get a report.