I occaisionally get this when I am on 3g, don't think it has ever happened on wifi. The solution for me... turn it off and turn it back on again and the download commences. No idea why, but give it a go and see if it works for you.
Also have a look in the More Like This box to the right of the screen, there are other threads with similar issues and you may be able to glean some advice from there.
