When mathcad worksheet is started, a prompt will appear:

**************************
This worksheet contains scriptable objects, which may execute viruses
or other harmful code3.

Would you like to disable evaluation of these objects
***************************

Since internet database update is implemented as a VB-script, it is needed for normal
operation of the worksheet, so please answer "NO" upon this request.

To disable such requests in the future, you can go to Tools --> Preferences--> Script Security
and check "Low Security".check box.


If database download error occures, you might be using Vista or XP. 
In this case install windows power shell 2.0 by from the link below. 
No need for Win 7 or above.
http://support.microsoft.com/kb/968929

