MAKE SURE YOU HAVE THE LATEST ITUNES UPDATE 9.2 is a must for this update 🙂
Read this info and the link
http://support.apple.com/kb/TS2799
Last Modified: June 07, 2010
Article: TS2799
Old Article: 306098
Symptoms
One of the following messages may appear in iTunes:
"iTunes could not connect to the Store. An unknown error occurred (-3259). Make sure your network connection is active and try again."
"There was an error downloading your music (-3259)"
When trying to download purchased music, getting error -3259 message in iTunes
When trying to connect to the iTunes Store, getting error -3259 message
This may occur if you are using an older version of iTunes, having a network connection issue, or when a Firewall protection system on the computer is blocking some communication ports that iTunes need to have open for full functionality.
Products Affected
iTunes Store, Mac OS, iTunes, Windows Vista, Windows XP, Windows OS
Resolution
Update to the latest iTunes software version.
Try turning off your Firewall to see if the issue is resolved (this includes the built-in Firewall or a third-party Firewall such as Norton Personal Firewall, McAfee, Symantec, etc.). See KB #HT1601 for steps if using Windows. See KB #TS1997 for steps if using Mac OS X.
Important: Information about products not manufactured by Apple is provided for information purposes only, and does not constitute Apple's recommendation or endorsement. Please contact the vendor for additional information.
Source(s):
apples support section on the
http://support.apple.com/kb/TS2799