Bob, I really have no idea... it could be your Internet Service Provider, it could be your browser, or maybe the Civfans server was having a bad day.
Try again from the main page (not this forum stuff - I mean the Civfans homepage) and go from there. If you still have problems, maybe a different browser might do it - like Opera or Netscape rather than Microsoft's Internet Explorer (assuming you have a PC of course - I guess Mac folks go Netscape anyway).
Apart from that, only other culprit would be AOL.. if so, you might have to download the setup files on a different computer and then transfer them to yours. A pain.
I think the pain is worth it - I love GOTM - and I sympathise with you having problems.