0014 is a download error, so it is possible that your settings in IE are incorrect for your network or you have other security software interfering with the network connection.
See this post for the KB article to troubleshoot install problems - http://social.microsoft.com/forums/en-US/onecareinstallandactivate/thread/ba26b781-da18-4ce4-be8c-22647bd5d8fc/
If you are still unable to install OneCare -
How to reach support (FAQ) - http://social.microsoft.com/Forums/en-US/onecareinstallandactivate/thread/30400b52-7f26-4ba0-bc18-17e305329d90
Another resource that may help since it appears to also impact other downloads for you:
Internet Explorer Solution Center
-steve
Microsoft MVP Windows Live / Windows Live OneCare, Live Mesh, & MS Security Essentials Forums Moderator
