Sorry to hear it's been so slow.
The good news is that our games use a download manager that keeps track of how much you've already downloaded. After getting that error message, if you double-click the "Download Al Emmo Now" shortcut (or whatever it's called) on your desktop, the download should resume from the point where it dropped off. Please give that a try. I've gotten that error sometimes downloading games from inside our office -- not sure why, since it's not a firewall problem, but I've always been able to resume the download and it picks up where it left off.
If you're still having trouble, let me know and I can burn the setup file to a CD and drop it in the mail for you.