Pardon if any ignorance is implied in this message, but I am a new Mac converteee from M$.

I have just downloaded the .7.2a version of this software. When I first execute the program it says it needs to download and install a daemon. I click OK and it proceeds to tell me I am not connected to the internet and it can not download the needed files. Well I have a cable connection that is always on, so I know my connectivity is not the problem. Is there anyway to manually install the needed daemon?