Make sure to disable proxy settings from IE: Click on Tools and select Internet Options. Click on the Connections tab. Click the button called "LAN Settings" Uncheck all of the options on that screen. Then try again.
(found this on the forums)
Or check my own post :
I have the same problem also check my vid you will know what's my problem while downloading wow ((http://www.youtube.com/watch?v=WGPAY9vB8Ac)) CHECK I CANT DOWNLOAD IT !! plz help
same problem !
my post http://eu.battle.net/wow/en/forum/topic/5208513127
no solution yet :(
was pushed to 3th page for 2 hours .. :(
try keep this tread on top.
no official response so:
а) Blizz know about the problem and try to fix it.
b) Blizz know about it .. but can't fix it.
c) they don't care
I vote for B. and will re-consider buying MoP ...
the games get more and more broken.