First question would be where did you try to download it from?
If you have an account at all (10-day trial account even?) with blizzard you should be able to log in and download the game-client from their website.
Second question: how much free space available on your hard-drive, and how much RAM in your computer that you tried to download onto? I've seen a similar error on my laptop with its 2GB RAM but that came when my hard-drive was nearly full I went and forgot that I'd downloaded a ton of podcasts when I had wi-fi access once I moved them to DVD or the mp3 player and the drive had tons of available space again I stopped seeing the error.
And finally yeah the installer "thinks" the game is playable, and for some it may well be, but it depends on your system specs, I'd just let it finish downloading completely before trying to play myself.
And third question: when was your computer last restarted? I've seen some weird errors pop up on a computer left running for extended periods. Actually even this laptop acts up, I had no internet access for most of yesterday (third day it'd been running) thought this morning when I still didn't have net access that I'd restart, fire it up and sure enough the net is back. Maybe unrelated but it has worked twice anyway.
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