Is your internet connection fast enough?
Is someone else using the internet at the same time?
Are you using wireless connection? (If so try using direct connection as it is more reliable)
Is there a cap on the amount of data you can download, as if so a lot of ISPs slow your connection down to a crawl?
Note most manufactures specify 2 Mbit as minimum, however in reality you need at least double that, or double again if you want reliable HD.
Hope this helps
Bill