I bought FFXI and when I'm going to download the updates, this shows up.
I hope someone have some answer on this.:(

I made a screen shot of the problem that came up but now i can't find out how to upload a image??

Upload it to http://imageshack.us and then post a link to it or use the IMG tags to post it directly.

http://img226.imageshack.us/my.php?image=myproblemon2.jpg
Here's a link.
I hope someone understands the problem.

Is it something wrong with the server or something else. I'm conected to the internet so it should work but it wont work.

Assuming it isn't server trouble, it could be some sort of firewall issue. If you're running one, disable it and try again. If that doesn't do it, try downloading the update from another source instead of using the auto-updater. I can't tell you where, so don't even bother asking me.

Have you tried downloading the update again? There may have been server maintenance at the time, or the servers may have been congested (that usually happens every two months or so when a major update for the game is released).

Otherwise, all I can suggest is what Prak already said. If you happen to have a firewall active in the background (like Zone Alarm), it would be best to disable it while attempting the update to see if it solves the problem.

It worked now. :)