You are. I have read from another post that these are apparently 3 things that can mess with downloads on this website.
1: Using a download accelerator.
2: Using Internet Explorer.
3: Using Windows Vista.
It could also be that you're clicking off of the page you started the download from, I had this problem too until I just kept the page up and waited.
"NintenDON'T sue me please haha"