No problem. The good news is the game is pretty good so far, so your mood should cheer up even more once you have it downloaded.
The only problem I have so far is that there are a lot of puzzles which require you to drag your mouse in precise movements, and my mouse is pretty horrible (it's a cheap ball mouse that came with our cheap eMachines computer).
I used this site
and set up a manual proxy in Firefox (through tools/options/advanced/network/settings). I went through the list until I found one that worked well and wasn't blocked by the BBC (the first one on the list is). It downloaded really quickly (almost as fast as a direct connection).
I was afraid that they might have a required internet check in the game itself, but I've been playing it for a while now with no problems yet.