From what I’ve seen so far it looks like if you have one or more failed downloads you can not successfully start a download of something you purchased through the Zune market place. The current work around, that I have found, is to close the Zune software, then after you are sure it is no longer running by checking task manager or rebooting the computer open it again & immediately before any downloads can fail go to your purchase history & start the downloads. You can find the “Purchase History” if you go to Settings in the top right, then go to “account” under that you should see “Purchase History” where it should list your purchases, & you should be able to download stuff again that you have bought but didn’t get downloaded for whatever reason.
This makes me hate that they keep the list of failed downloads even more. I figured this out after several times of being told that a firewall was blocking it from getting access to something from their side. (Sorry I can’t remember the exact error. When I get the error in the future I’ll note it in another post.)