When downloading the non-commercial, I've seen a few reports of trouble, mostly with the network installer. For one, older revs of Opera seem to have a problem with the FTP operation - I was just told that the latest release works fine. The reported issue doesn't come up with IE or Firefox, so either use those, or grab the latest Opera.
Another issue reported has been particular to Unix/Linux - instead of downloading to a file, the installer starts downloading to the screen. I've changed the form we were using to a list of links - so if you see the "downloading to the screen" problem, go back, and just right-click on the link in question - that will let you save the corresponding file to disk.
One more thing - the Net Installer links are all FTP, and the installer itself uses FTP to download components. So if you are sitting behind a firewall that blocks FTP - you'll need to either open that port, or grab the download via the ISO file or the individual component files.