Can you provide more detailed information so that we can know what happened? Extension Manager has a FAQ( http://forums.adobe.com/community/creativesuites/extensionmanager/faq ) where you can find some useful information.
For downloading issue, refer to
Extension Manager installer can be downloaded from http://www.adobe.com/exchange/em_download/. Make sure you download the one for windows platform( http://download.macromedia.com/pub/dw_exchange/extension_manager/win/AdobeExtensionManager 6.0All.zip )
For installation issue, you can try to run Extension Manager as admin( Right click Extension Manager and select "Run as administrator" in the context menu ), and try again. You can also generate debug log by the steps below, and paste the log content here.
1. Create a file named "ExManLog.YES" in Extension Manager folder.
1) Open command prompt as administrator;
2) Change directory to "C:\Program File (x86)\Adobe\Adobe Extension Manager CS"
3) Run command
echo > ExManLog.YES
2. Launch Extension Manager.
3. Extension Manager log files( *.log ) can be found in the following folder.
Windows: "C:\Users\<UserName>\AppData\Roaming\Adobe\Extension Manager CS\"