*The site you are DLing from might be blocked in UAC from downloading anything.
*Your antivirus caught something in the download, it usually does, but 99% of the time it is nothing to worry about.
*You have changed your default downloading location to another invalid one.
*Is it not possible to open the downloads or does the game simply not launch it? Just direct the installment to steamapps/common/M&B warband/ Modules.
*Your internet is too slow, in which case it must be really slow, as in stopping the download, then suddenly commencing it.