Well my synopsis from what you have told me is that maybe the website is having technical difficulties, maybe contact the site regarding your problem, thats the only advice i can give you. Java has nothing to do with downloading a file, thats the browsers problem. You only need to worry about Java when you are opening or running the program, sorry i could not help you fully on this subject.
Try closing your browser, rebooting and then trying to download it again, if not i suggest waiting a few hours, like i said it might be the site having a fault in it.
Let me know what happens