Thanks for all your suggested solutions, I really appreciate them!
I managed to find the solution to the problem by visiting the website of the guy who wrote the software - http://www.breeno.org/eBook/faq2.html
. Apparently it has to do with the following error that was detected by the software (cos my OS was Vista)
"Error opening\creating HOSTS fileerror=<5>"
Here was his suggested solution :
"In windows explorer, right-click on the file: C:\Windows\system32\drivers\etc\hosts. and click Properties > Security tab > Edit Permissions Change "Users" to all rights by checking all the boxes."
After I did all that and also deselecting the 2 options in my reader about using proxy servers, I was able to download the imp files that I have created with the Librarian software.
Thanks for all your help!