First time downloading SmartFTP

8O I am trying to download SmartFTP for the first time. I have XP and have installed the service pk 2. Each time I try to download SmartFTP the download box appears then flashes off and kicks me off of the web. I also have Mcafee firewall. I tried downloading with firewalls on as well as turning XP and Mcafee firewalls off. Still, I can not download program. I also changed my security settinings under the internet options, as well as changing to passive mode. All of these things were done and still all I get is the download box to flash, then poof gone. Please help, I am wondering what to do next?

Thanks for all your help.