I have days when my brain won't download or install anything new.
A few questions, please, to help make things clear. First, are you posting this from that computer? We first need to know if the new computer is attached to the Internet. If you posted from it, that means yes.
Second, do you mean that you cannot download any file from anywhere? Or can you download a file to your disk but not do an install? What tool are you using to attempt to download files? What is this error message that you refer to - the text would be helpful.
If I had to make a flaming guess from what you posted, I would guess that you are not logged in as an admin and can't do installs, but more detail on what you are doing, where along the path it is failing to do what you expect, and what message you are getting would be most helpful.