You may need to set up port forwarding on your router/residential gateway. Here's a link for a how-to guide on it:
http://www.wikihow.com/Set-up-Port-Forwarding-on-a-Router
Runes of Magic needs the following ports to be open on your router:
80 (TCP)
21002 (TCP) and
16401 up to 16500 (TCP)
After you've set up those ports, reboot your router, then restart the FOG download manager and see if it will properly download the installation files.
Let us know if this helps.