Very strange! Only heard of this happening once before, but that was because the owner in question had a terribly slow internet connection (like, hours to get the 20 MB download). It's certainly not a huge file.
I use a distributor rather than handle this myself, so I'd have to ask them on your behalf what else might cause this issue. So you generally have a stable browser connection otherwise (non-Steam websites)? And how far along does it get before stopping?
In the meantime, I'll just email you the latest version until this gets resolved!
And thanks for supporting Cogmind!
(I followed up with EagleMountain via email and it turns out it was just an odd case of temporarily not being able to properly connect to the usual download server. Worked fine after trying again later.)