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go on this site, you can let all checked, but i would highly recommend you to take only fast ones: http://proxylist.hidemyass.com/
Now go to your windows control panel, go to your internet options, connections, LAN options (or configuration, idk im german) and then use proxyserver for LAN, and put in your chosen proxy, then try the download and if it doesnt work, idk what to do.
NOTE: to leave the proxy, just go in the same window and check "automaticly chose settings" again.
If i find a permanent solution, i will let you know :D
Sry for misspelling, im german :D
I Hope i could help you
(this is copied from another post that i wrote the same in, but it should help)