Depending on where the downloads are coming from, the link you're using may be expiring.
If I recall correctly, download managers like DownLoadThemAll will use multiple connections to download different parts of a given file. Many download sites use a system where when a user opens the download page they are given a randomly generated download link which points to the real file (i.e. http://www.example.com/download.php?file=randomstring, though it could appear to be anything). This random link will expire after a short period of time so that anyone trying to use it will get an error. They do this to keep people from hotlinking directly to the file.
If DTA is initiating a new connection after the link has expired, then that could explain why it's erroring out, especially if the errors occur only on a few websites.