I have tried 2 different computers and the firewall blocks it.
You'll need to disable your firewall or add some kind of exception rule to it if it's blocking downloads.
Hey, if you're still having this problem:
The only way I could get past this same problem was by uninstalling/disabling my firewall, installing Armorsmith (including DirectX and Microsoft C++ or whatever it was), and reinstalling my firewall software. Not ideal but it's a quick fix that allowed me to fully install the program.