When you go here: WICED-Smart-SDK-2.2.1-IDE-Installer (Windows)
And download the file to your desktop (see below, use "Save As", not "Save and Run")
What size is the file? 260MBish?
Have you tried downloading the file both when logged into and logged out of your corporate VPN?
Thanks for the Response..
I have tried to download many times using download manager at last downloaded successfully.