Hi,
It's hard to say for sure without more information, but it looks like an internet connection issue. Do you have a firewall or virus-checker in place that might be preventing the setup executable from accessing the internet?
You can try installing directly from
this link and see if that resolves your issue. Note that this link installs RM directly without checking for pre-requisites, so you will need to have .NET 4.0 installed on your machine already for this to work.
If you are still having issues, please let me know and also post information on your PC and OS version, and the nature of your internet connection.
Matt