I can tell you what's wrong - your modem/router/firewall/internet settings is stopping the referrer scripts from running properly - result: any download from gp32emu won't work. Or from pdroms, for that matter. Or lots of other places.
Unfortuantely, unless its in the internet settings area of wossname I can't tell you how to fix it. Actually, I can't tell you how even then, but usually if the problem is there its just a matter of trawling throught preferences/internet options until you find it. Also try disabling your firewall... if the problem is in your router, though, you're in the same boat as me, and can't get anything from there... Sorry.