When I try downloading Alan Wake with the downloader, it keeps telling there's not enough disk space. The hard drive it downloads things to has over 400GB of free space, so I think there might
be a bit of a bug there.
Are you trying to download it to a network share location? If yes, try mounting the network share as a disk on the computer. There was another mention of this error, and it was because the downloader doesn't parse UNC (or however they are called) paths correctly.
On the other hand, if this only happens with Alan Wake, then yes, it is a problem.