Does this error appear when you are trying to download the file from the
iTunes Store, or to
your iPod?
If you have purchased, but not sucessfully downloaded, your game from the iTunes Store, try going to the "Advanced" menu in iTunes, and clicking on "Check for purchases..."
I tried to buy the same game today, and I'm getting the exact same error (404), which means the file is not found on the server. I contacted Apple about it, but they haven't come up with a solution yet. The problem is definitely on the server side though; there's nothing we can do about it from our end but wait for Apple to fix the problem.
I noticed, however, that I'm now getting error 8003 instead of 404, when I re-attempt the download (i.e., it was giving me error 404 repeatedly in the morning, then later in the day, it changed to 8003). I can't find any info about what that error means, so I'll just have to wait for Apple to sort it out and get back to me.
The "Check for Purchases" command doesn't help at all (though it did cause three songs to download, which I had already downloaded several months ago). There is clearly something wrong on the server end of things.