I've been suffering this AV udate intermittently for a few days and have found a way which, for me, allows the download to complete successfully. Maybe it'll work for some others out there too.
Simply allow the AV/AS update to complete and give the 'download error' message, clean your cache, and retry. For me this invariably resulted in a successful AV update.
I know that this may not work for everyone, but may give those it does work for, some hope.
OS: Windows XP Pro (Fully Patched)
ZoneAlarm Security Suite version:8.0.400.020
Anti-virus engine version:126.96.36.1998
Anti-virus signature DAT file version:991532517
Anti-spyware engine version:188.8.131.52
Anti-spyware signature DAT file version:01.200908.6475