Please help: amazon downloads!!?

I purchased an album from Amazon downloads and it instructed me to downlaod and install Amazon MP3 downloader, which I did. It said it was now downloading and I have just checked the progress and on each song it says "Cannot download, check internet connection". It's my PC at work and the internet is fine! I'm thinking there's a restriction on this system. I don't know what to do now... Should I go onto my Amazon account when I get home on my PC? Will it give me another opportunity to download Amazon MP3 player at home and then download the album. Otr will I have to buy the album again because Amazon will think I have alreeady downloaded it? Grrrr Technology sucks sometimes!!