I was disappointed when I started getting a 9006 error when downloading movies on iTunes on my new Vista machine. I looked all over the Internet and even on Apples website and couldn't find a solution to the problem.
But never mind I found the solution to the problem.
- Delete the failed download
- Shut down iTunes
- Go into C:\Users\[Username]\Music\iTunes\iTunes Music\Downloads and find a folder with the name of the movie you were downloading and delete it.
- Start up iTunes again go to the Store menu and select "Check for purchases"
- Your download should now resume.
Hope the above helps. If you are still having problems I would suggest trying a download with Windows firewall turned off to see if it makes a difference.