Normally when you downloadwith "internet explorer" and your internet disconnect the it won't try to connect again, but "firefox browser" do, try downloading that,
and keep your internet signal open, then download the installer
http://www.unrealsoftware.de/get.php?cid=419411604&get=cs2d_0114_setup.exe&p=1
open this link and then you will install the exe. installer, when you have downloaded it you start the "exe" and it's recommend that you start it as adminstrator