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Well, that's an error where the reason is hard to find without knowing your network exactly. It may happen when you need to use a HTTP Proxy which doesn't know the route to the server. It might also be related to over-protective security software blocking typical BitTorrent ports.
You don't need to use a BitTorrent client necessarily, you can also try to use one of the "normal" HTTP download mirrors. That may be more reliable for you. Look a bit lower on the download page.
But if you are forced to use a proxy, you might not even be able to play the game at all. It requires free access to an UDP port on demand. Most general firewalls and NAT routers can handle that without problems, but security suites with defensive defaults may block that unnecessarily.
