Where are you downloading Creative Suite 5.5 from? It would appear either the download has not completed or is corrupted. You can follow the directions listed at http://prodesigntools.com/adobe-cs5-5-direct-download-links.html to download the Master Collection.
Your firewall would typically prevent the download from even being initiated. If you have tried downloading multiple times then it is either a problem with the Internet connection or the install files contained on the server.
Please try the link offered in message #1 to initiate a direct download of Master Collection CS5.5.