If you give complete and detailed information about your setup and the issue at hand, such as your platform (Mac or Win), exact versions of your OS, of Photoshop and of Bridge, machine specs, what troubleshooting steps you have taken so far, what error message(s) you receive, if having issues opening raw files also the exact camera make and model that generated them, etc., someone may be able to help you.
Please read this FAQ for advice on how to ask your questions correctly for quicker and better answers:
It would really help to have some information about your computer. OS, camera model, amount of RAM, things that would give us a clue to what the problem might be. However, you might check in Photoshop, Help/about plug-ins, to verify what version of Camera Raw is installed. Downloading the DNG converter would have nothing to do with Photoshop or Camera Raw as far as not downloading. You might double check your connection or try again.