If you see this error "There was a problem downloading this content", it means your sc2 cache folder is corrupted. Sometimes just deleting it will help. However sometimes it will worsen the problem if you don't have a proper cache folder backup. I am not sure why deleteing and redownloading it from battlenet does not help.
http://eu.battle.net/sc2/en/forum/topic/1535613776?page=4
Go to this link, scroll down and find the link to dl the cache folder and replace your own cache folder with this. You can also copy your friend working cache folder and replace yours.
Cache folders for Win XP can be found at:
C:\Documents and Settings\All Users\Application Data\Blizzard Entertainment\Battle.net
Cache folders for vista and 7
For Windows Vista and 7, it can be found at C:\ProgramData\Blizzard Entertainment\Battle.net
I did not come out with this solution, I am just compiling my searches online. I took so long just to solve this, hopefully people can gain from it.