not working on Windows

Hi, 

I get the following error when I run demo.py 
```
for res in _socket.getaddrinfo(host, port, family, type, proto, flags):
socket.gaierror: [Errno 11001] getaddrinfo failed
```
```
    raise URLError(err)
urllib.error.URLError: <urlopen error [Errno 11001] getaddrinfo failed>
```

I tried to manually download the data files but the link is not working!

Appreciate your help,