Apple music, trouble with downloads for offline listening

I am trying to make my music available offline on my Windows 8 pc, but not having luck so far. When downloading an album, a few songs download normally, but at some point, they just stop and get stuck at the waiting message. The only solution is to close itunes and open it again, which is annoying because I have to do that 2 or 3 times to download a single album.

My internet connection is working fine.

Anyone else having the same problem? Maybe someone knows a solution?