I got exactly that message at least half a dozen times when trying to get the update as early as possible. Sorry, I don't know why it worked in the end. I just tried many times and was happy when it finally worked.

o
As far as I know the download itself worked and as I read the initial poster here (basically from the error message described actually), there is no obvious problem with the download. The problem occurred when one start the patch installation with the patch exe and the patch starts its internal procedure.
The error message is from the patch-exe, with no apparent downloading problems from the server.
I believe I did a very quick compare (just the file size

o , pretty pointless I guess) of different downloads, but I didn't see anything obvious . I did several downloads at different times during 1-2 days and tried each download several times on two PCs (one XP and one Win98SE). When I did a download much later, the patch-package worked. Again I, didn't do any proper analyzing, just was happy I got it working

o
If I think of similar problems with other software and do some speculation based on this it could have been some temporary stuff left on my systems that collide with the new unpacking.
Even if it is a pain, one could try to remove the (clean, right?) installation of HOI completely and then try to unpack the patch. This would at least show if there is something with the basic HOI installation that is messing with the patch. I guess one could unpack the patch to any directory in the test.
Sorry, I don't neither game or cd nearby so I can't give any details from them.