Downloading Some Just Keep Failing!

When I want to download something, now and then there is a red cross through the file so I can't download the file. I heard because this was of the filters I have, but I already disabled filter!- no filter used-

so why is this?!! does anyone know?!
thanks

:rtfaq:

Those red X's are due to other users being behind a firewall, and you aren't able to download their files.

:ninja:

And re-enable your filters, they are there to protect you.