Thermalfusion: Seriously... no one ?
This problem has apparently never happened to anyone else; if I search Google for it, this is the only thread that pops up. What version do you have? GOG? Steam? How much space do you have on your hard drive?
Do you use a firewall or antivirus? I suppose it's possible that one of those is screwing up part of the download, but I've never, ever even heard of an E/A error. What exactly does it say? "Something about" isn't specific enough, since this is apparently a very rare error.
Since this seems rare and probably requires someone very familiar with those kinds of things, you're best off asking in the
Tech Support section of the official forums.