If you have access to MSDNAA (DreamSpark), you will have to use the Secure Download Manager. If for some reason, your download it corrupted. you will not be able to download the file in the same computer, unless you request another download. However, there is a easy fix for this. By searching in the registry, I found that the state data is kept in C:\Users\MyUserName\AppData\Roaming\e-academy Inc\SecureDownloadManager under Windows 7 (Probably the same for Windows 8). In previous versions, you should search in the registry for e-academy or just search for a file called SdmSaveState.xml
You have two options. Rename SdmSaveState.xml to SdmSaveState.xml.old or edit the xml to allow you to download the file again.
I hope this helps!