Firstly, the fact that you have the (1) listed after overlord leads me to believe you already have the file downloaded, as the file does not have that number listed by default, and windows will add a number in brackets if you try and save a file of the same name to a location where the file already exists.
A couple of things could cause that error message to appear.
Wireless internet/networking suffering packet loss and dropping the connection
Download accelerators losing their link
Lack of admin privilages on your local machine, not allowing you access to write to the specified location
AV software detecting a problem, and denying write access to the specified area.
Opera and Chrome, both without any form of add-ons, have proven to be the most reliable way to download DLC for people who encounter errors. I suggest trying out these browsers.