I have tried 2 different computers and the firewall blocks it.
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.
You'll need to disable your firewall or add some kind of exception rule to it if it's blocking downloads.