That error message is not really a problem, it simply saying it failed to download from the first server (because it was overloaded due to much traffic for the GSX release), but we have a mirror server, which is used as backup to get exactly the same file if the first server fails.
So, most likely your installation was ok, because the files were downloaded from the mirror.
We already updated the installer, to change this somewhat misleading message, and giving a warning only if BOTH download would eventual fail (which is quite unlikely)