Whenever I try to download something from the Microsoft website from Windows Media player to .net framework, I get a 'Connection Interrupted' error:
 
The connection to the server was reset while the page was loading.
 
The network link was interrupted while negotiating a connection. Please try again.
 
Nothing is wrong with my internet but I don't know why this is happening. It happens with IE and firefox.
 
So I'm trying to install .NET Framework 3.5 but when I press download, I get that error.
 
I'm using Windows XP SP2 and I turned on automatic updates.

maybe Microsoft is facing some server problems on their networks. Try another day. Another option is you got infected with some virus which prevents you to contact and/or update windows. So try to find yourself a good antivirus or host intrusion prevention program. Go to www.pcterritory.net Here you will find almost 50 security programs you may use without cost.