I downloaded the student design kit to learn Solidworks a week ago...and it worked fine for me...I wonder whats wrong in your case. Have you tried downloading again ? I am just taking a wild guess...try checking your firewall settings. Also, a word of advice, I somehow did not get the key from solidworks in my ".edu" email address I used for downloading the student design kit. I had to use my yahoo account to get the key...
Try downloading again and reply if this keeps happening.
Welcome to the forum.
Do you have any anto-virus software running in the background that
might be interfereing with this?