Is there a server problem in this error?

Hello Everyone,
I am using Windows XP x64 and I am getting an error message while downloading something from the internet. I am using download manager through Internet explorer for downloading something from internet. The error message appears as “The server returned an error. Would you like to retry?” on 32 and 64 bit downloads with fail. If you press yes button, the download manager started process connecting, initializing with the connection rate and then the error pops up again. My download speed is >8M and there is no such thing that happens as timing out from dialup connection or something else. I would like to know that is there a server problem in this error? Can someone help me guide through this problem and how to resolve it? Your help would be greatly appreciated.
Thank you in Advance
