Downloading Game State...

I downloaded the game for the first time, I played in a Server, and then stopped a little bit (leave the server), and when I wanted to come back this message appears and it is ENDLESS, it never finish this download. Can somebody explain this?

PS: If you don't understand me, it's because i'm Brazilian and I speak Portuguese, not English.

It's like downloading wads from a server, it will probably fail a lot. I generally either keep trying or give up and play singleplayer/make my own server.