Don't know the specifics of the error report at all, but I'd say it was generated because the download was canceled, as you've surmised. There probably isn't anything wrong with your Avast.
Run a disk cleanup, checking "temp files" and Temp. internet files" to clean; any other files to clean are at your discretion. Or you could use the rather well thought of Ccleaner to do this...a bit more comprehensive than the built in disk cleanup utility.
Re the other problem, if no luck reconnecting, just run a repair install of Avast via "add/remove programs" and try again. I've had this issue very occasionally and the repair install solved it for me.
Should you wish to download SpywareTerminator again, it's an 8.53Mb download, if you download from the ST homepage it should give you an estimated time,can depend on the browser you use, if not you can work it out roughly based on download speed.