I was trying to download machinarium... from the machinarium website.
Ah, well, then you're in luck! Since you bought the game directly from Amanita Design there's lots we can do to help you out directly.
The first thing I'd suggest is that you re-visit the email you got with your download links and try them again. This could just be the fault of gremlins that got between you and your download the first time and all you need to do is re-try them.
Write back if you get the same error message as before and we'll take it from there.