I had to download the videos at my place of business, because I had the same issues in my studio. Could be a throttling issues with your ISP, or a problem (bug) in your TCP stack regarding CRC errors. I think my issue was my ISP. It could also be that Cakewalk has a bad copy on one of their webservers, but maybe another server has a good copy. But I can't speak for them. I just know I was only able to download all the videos on an AT&T 100Mbps pipe, but not a cable provider. It shouldn't make a difference other than speed, but AT&T in my case is the largest backbone in the U.S. and has a more direct connection to hosting providers where the videos are likely hosted.
If they're hosted in Amazon's AWS, I've seen issues with that, too.