Another member and I had this issue and came to same solution.
If you're doing a first-time install, and you get this error "Downloaded data is incomplete" every time you click the "retry" button...
...then unplug and re-plug in you're Ethernet cable.
Reinstalling the client and restarting the computer did not fix the issue, only unplugging/re-plugging the Ethernet cable.
I hope this helps someone!
-Fuzy