Having Trouble With Downloading And Installing Bitdefender Total Security 2016

I bought a Bitdefender Total Security 2016 DVD a few days ago, although I am having trouble with installing it.

After putting the DVD in the PC, it gives me the option to click on 'Install'. When I click on 'Install', it starts to download. The download gets to about half way and then I get a message saying that there's no internet connection, but there is definitely an internet connection. I've tried 3 times but I keep getting the same message saying that I don't have an internet connection, although I am able to open other websites. Does anyone know what the problem could be?

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