Is this my problem?

I got my Dell XPS 430 in Dec. Things went well untill after the last Windows Update......(that is a time not sure that is the problem) I do digital scrapbooking and while waiting for my new computer I saved a lot of stuff at Gmail and Yahoo mail. I have been downloading tons. Well over 2GB so far. I m getting a lot of it that has been uploaded to either 4 Shared or Rapidshare. Execpt that Rapidshare makes you wait for a download while telling you if you pay everything will be ok........lol......

But the other day I tried to download a file from 4 Shared.. It started to download and then a pop up told me that the I had lost connection with the server. Then when I wanted to start it back up again this is the message I see with a warning sign...

You are already downloading a file from IP-address 17.122.8.162.( I changed the ip) To download another file you have to wait until current download process is finished.
In case you are not downloading anything and got this message, then you are using a proxy-server or a shared IP-address.
With Premium account you can download many files at the same time even if the proxy-server is used. Get your Premium account right now to download instantly.

 Now I can't be disconnected and still downloading so I wrote to them and they said it was my connection. I can download from other places and not lose connection I have DSL. So I wait till the next day and go in fresh and try a download again it gets to 70% then I get the errors again. Or sometimes the download just stops so I click to start it again and it keeps refreshing the page.....

My Dell came with McAfee internet security and everything is up to date I have run that and defender cleard cache and everything I can think of but I really don't want to change anything since it is just this one place that is giving me problems...... I have a 64bit computer with 8GB of ram. But I use the 32 bit...

Could it be my connection? Or is this a push to get me to buy their Premium Account? Is there something else I could try?

Also how do I know if I am using a proxy server? I didn't know that I was.

Thanks so much...

Janet