There has been considerable amount of changes to Compaq website in recent times. This can be one reason as to why you were unable to download.
I don't think so this is ur firewall problem as port 80(HTTP) is generally not blocked. Any have a look at it and ensure its not blocked.
Check ur mode of connection(cable, modem) if the speed of connection is fine. You can check this with ActiveSpeed utility.
Ravi