I'm not sure if this helps but check the lower left corner where the 3G icon resides and next to the right of the icon will be a progress bar indicating the status of your 3G connection. If there is no indication of any 3G activity I would assume the periodical has downloaded successfully.
I will take a look at mine tomorrow (WSJ doesn't deliver on Christmas Day) and report back if your situation is a common one. Until then, enjoy your new reader!
mokeiko
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