Download and install the current Stand-Alone Addon Manager, it contains all the latest files, and will work regardless if your internet connection is detected or not (an antivirus or firewall might block the installer from getting online access, for example).
If you see that message, just press the "Next" button, so it will use the files included in the installer, which are the same as the one that it was supposed to download, provided you download the current version now (don't use a previous installer you might already have)