"downloading" problem

[FROboy]

Whenever something, like a sound effect or a map, is supposed to be downloaded, it doesn't happen. It forces me to get the stuff from someone else, otherwise the map doesn't show or I don't hear the sound. This is what caused the gmap problem I had. The gmap wouldn't go into the folder.

If you need further explanation let me know.
I want to fix this problem, please, so solutions would be greatly appreciated.

Thanks.