are you talking about downloadint the .torrent file from the site? if yes, then try using a different browser/computer/internet connection to isolate the problem.
if its an issue with opening the .torrent file using utorrent, then appropriate troubleshooting is in order.
first, be sure that the .torrent files you're downloading aren't corrupt. this usually isn't the case since utorrent usually checks if .torrent files are viable.
next, check if a different version of utorrent has this same issue on the same computer. if so, then your computer may be having issues running utorrent IF the next point is false.
then, check if a different torrent client is having the same issue. if this is the case and it occurs when your torrent client prepares for your download, then something is blocking your torrent clients from allocating disk space for your files.