Well, I wouldn't worry about that... I just checked that particular file and it downloaded nicely for me... if it's the 1st season you were talking about?
Sometimes certain links die, whether it is a server trouble of some kind I can't say... usually they are up soon again.
If it's a bunch of files you are having trouble with it could be that you were downloading a bit "too fast"
and they want you to "Log In" again to check if you are the right person or just to let you know that you are hammering the server too much... it used to happen to me in the past. So I would download just a certain number of files at at time.
On the other hand there are files that are listed in my iTunes and are on the site but simply won't budge, like this one:
Newbie Lesson S4 #26 - Japanese Self-Introductions: Make a Great First Impression Video Vocab
A permanent dead link or the file was never uploaded and tech support should be notified...
But better send them an e-mail... is what I believe
Take care