Lost+Download

The second most common cause is a lost server connection.
 * Lost Download **

If your computer happens to lose its connection with the server you are downloading from, the download will fail. This one does not really have anything to do with you or your computer though.

It basically means that there is a problem with the other computer or the connections that lie between. Either way, you will just have to wait for those on the other end to fix the problem and try the download again.