Try using another browser or lower your firewall and anti virus temporarily. Also make sure you're only downloading the setup, not the torrent or patch.
Ok after i downloaded it it told me a file was missing and couldn't run and to re download. well im trying to redownload and my chrome browser says its is blocked because it is malicious and internet explorer just wont download it for some reason... Any suggestions
Strange.. o-o Try Firefox. Make sure your internet speed is good and you have full bars. ^^