No problem here, except the download is excruciatingly slow. I was going to download all 4 episodes, but I had to change it to just S01E01 otherwise I'd tie up my computer for most of the day. Using 6.1.9.6, VPNing in from the US to London. Other than the slow download, all went well, and I'm positive that episodes 2 through 4 wouldn't have had any problems if I attempted to get all the episodes.
Try doing the basic trick of deleting your Log and Temp folders (as determined by what you entered for them in your settings). Another thing you might want to do is click on Home after you time out to see if SF lists any error.
