Why won't my previously purchased movie download from icloud?

I'm trying to redownload a movie onto windows from icloud. I found the movie in my library and clicked the little button next to it (a cloud with a downwards arrow), and the color of the button got fainter. There's a little circle next to the title of the movie that keeps spinning around and around without ever actually downloading. I don't know what's going on or what to do, but I want my movie! Help, please?