Are you downloading from the actual DLS using Content Manager or are you trying to download from the Web based DLS using the DLS link at the top of this page?
If you are using the Web based DLS then this relies on your browser using the now largely defunct FTP (File Transfer Protocol) which most browsers no longer support because of its many security issues. Personally I refuse to use FTP for anything.
If you are using Content Manager then it may be your Antivirus program or a VPN that is causing the issue.
Have you added Trainz to your Antivirus's realtime scan exclusion list? How you do this depends on your AV program.
If you are using a VPN try disabling it - some VPNs cause this issue but not all.