I too was not able to download from HD Tracks - it kept saying there was a problem with my internet connection. The support staff at HD Tracks were very responsive and we tried a number of tests. In the end, we weren't able to get it working. They did, however, create individual http links to all the tracks that I ordered and that worked fine.
According to the support staff they are working on a new release of the download manager (addressing other issues) that should be out in the next month or so.