Help!

I attempted to download an SCC episode from Amazon. My connection at home won't allow it to play, so I went to a wireless net cafe to download it. But the player Amazon has me download in order to watch it at my leisure won't download. I have tried three times. Each time it runs through most of the set-up, then the box showing my progress disappears and no icon appears on my desktop. And then when I go to try to download the episode, it says I need to install the player in order to do so.

Any idea what's going on or how to fix it? I've already been charged for the episode which I can't watch.