This error normally means that the download timed out causing the server to close or reset the connection. If you are using a dialup connection or your broadband connection is being slowed for some reason it can cause this to happen.
First check in safe mode with networking.
To start your computer in safe mode, you can refer the below link:
Start your computer in safe mode
Click Start and type CMD in the search box.
In the command prompt type:
This will clear your DNS cache.
After the command run try to download the file again.
Also try resetting Internet Explorer (IE) & register files.
1. Click Start, please type "inetcpl.cpl" (without quotation marks) in the Start Search bar and press Enter to open the Internet options window.
2. Switch to the Advanced tab.
3. Click the Reset Internet Explorer Settings button.
4. Click Reset to confirm the operation.
5. Click Close when the resetting process finished.
6. Uncheck Enable third-party browser extensions option in the Settings box.
7. Click Apply, click OK.
8. Restart IE.
To reset Internet Explorer automatically, click the Fix this problem link in the below article:
How to reset Internet Explorer settings
Savan - Microsoft Support.