There are two possible permission problems on Linux servers - the file permission and ownership - the files/folders should typically be 644/755 respectively. They should also typically be owned by your user, which can be checked using the "ls -l" command if you have shell access.
It's uncommon to have ownership problems, but can occur depending on the hosts configuration. It's more likely you are having problems with cURL/fsock, both of which can be disabled by your host.
Do you have any messages in your cPanel Error Log, any error_log files or anything in the MODX Error Log? What about any Network related errors? You can check for network errors in your browser, Chrome for example right click on the page and select Inspect Element, then select the Network tab. I recommend doing this just before clicking the download button and waiting 30-60 seconds just in case the timeout takes a while.