Hi,
I assume your internet connection is working fine for everything else such as web surfing. If you are unable to download, I wonder if there is an issue with disk permissions (run Disk Utility, select a disk or volume, and try the repair permissions option under the First-Aid tab).
Look for the application folder on your dock as my screen shot click it and look for the the utilities folder, click it and then look for the Disk Utility icon, click it and follow the aboveHope this helps.