tepsa

I am sorry if I posted this on the wrong place, but I know nothing about web developing. But I AM desperate and I really need help here.
Here's the thing. I need to install a program on a computer at work. I downloaded setup.exe file. What I learned so far is that the rest of the program needs to be downloaded from software publisher's web server by launching setup.exe. The download starts and then it stops at the very beginning (at 34KB out of 11 MB). And then I get a message that I need do contact my internet provider. The were, needless to say, useless! Now, I contacted the guy from the software publishing company, and he said that my computer can't reach their web server because my provider is blocking OnceClick deploy files (or something like that). He also said that no one before had this kind of a problem. So how did everybody else download that program. And how can I do it? Do I need to change some options on my computer? Or...I don't know. I am absolutely clueless! PLEASE someone help me. BTW I have no limitations regarding the amount of data that I can download and everything else (internet traffic) works fine.