Don't know but we all have different stuff and different settings on our voxes so it stands to reason that these things will happen...and that we can't figure out why in a flash...
Astro is a free file manager app that allows you to look at the files on the vox's drives and open them etc.
try this link:
http://www.mediafire.com/?3bsocdor6s8dihb
ps, just in case you haven't done that, did you go into Aldiko, settings, adobe drm, and input your Adobe Digital Editions id? You can't download library books into Aldiko without it.
also, are you browsing to the library's download link from within your Aldiko catalog entry which then opened the browser to find the book?