Please always post your operating system when you have question - the answer is very often different depending on it.
And where did you buy Pages? - in the Mac App Store? - this version requires Lion 10.7.4 minimum: does your Mac have that?
I have the new Macbook Air, with OS X 10.8.4 and I have the same problem.
I purchased pages from App Store and started downloading it.
However, when my download reached 376 mb it stopped. I tried to resume the download but I kept getting the message "Pages was not downloaded, go to the buy-pages to try again" (translated from norwegian). And so I did, again and again, with no further succses. On the "bought"-pages in App Store the Pages install-tab is blank and there is a red text next to it saying "An error occurred" (translated from norwegian).
So do anyone have a clue what to do? Or do I have to reinstall Mac OS to get lucky?
(edit: maybe not the same problem, but I figured I´d give it a try here)
Sometimes it is simply server error or overload and trying at a quiet time of the day fixes that.
However this is really an Apple Mac App Store issue:
Also try the Norwegian Apple support telephone number to report your problem: