Well I don't that this will help as I am having the same problem and it didn't help me. Although thats probably only because Intego wasn't installed. What you may need to do if you have Intego, is go to preferences and disable it, or just completely uninstall it.
If that doesn't work then you might want to try using MSCONFIG. It helps with troubleshoot conflicts if you have Windows XP. The site with the details you need is
http://www.info.apple.com/kbnum/n302538 . Follow the instructions exactly. If it doesn't work you can fix everything by doing the opposite in reverse.
Another I'd try if you haven't already, which I believe most of you have, is checking for purchases 3 times in a row. Sometimes purchases get stuck and doing that can help them download.
The last thing I'd try is making a new account and trying to download on that. If you don't know how to make a new account go to
http://support.microsoft.com/kb/279783. Again, some of these suggestions only work on a Windows XP operating system.
Also please do not get mad at me if they do not work. I will give you fair warning that they didn't work for me. If anyone else has a suggestion then please share because I really want to listen to my music and watch my videos.
Thanks!!!