I am also having the same problem.
I was able to download "Xcode 4.1 Developer Library", "Mac OS X 10.6 Core Library (Apple Mac OS X 10.7)", and the iOS 4.3 Libray (Apple iPhone OS 4.3)" successfully.
Only "Mac OS X 10.7 Core Library" can't be downloaded. I get the "Failed to download documentation package for Mac OS X 10.7 Core Library." error with a message "Access denied for download. Check that your account name and password (possibly stored in your keychain) are correct and still valid for the server."
When I go to the feed link, http://developer.apple.com/rss/com.apple.adc.documentation.AppleLion.atom, for the 10.7 Core Library in Safari and click on the basicAuthGetSoftware link, I am asked to allow Safari to use my apple id from my keychain. When I click allow, it downloads a small 2K file called com.apple.adc.documentation.applelion.corereference.xar which contains HTML. After I renamed the file with an HTML extension and loaded it in Safari I saw the following:
If you need assistance, please contact the ADC Support Team.
If you feel you received this message in error, please reference this code when contacting the ADC Support Team: P1
So now I am off to contact the ADC Support Team to see if they can explain why this documentationis being blocked. Wish me luck.