Hi stephen, I've just recently downloaded Black Mirror 2 from The Aventure Shop using the Download Manager successfully & have been playing it okay since then.
I did have some problems before trying the DL Manager trying to download it 'manually' & contacted them - they were very prompt & extremely helpful. I would suggest that you do the same & email their support.

N.B. Have you copied the link for the 2nd file into the DL Manager? I've copied & pasted the instructions I was given below:
To install the game, you must first download and save ALL game files shown in the confirmation mail into the SAME FOLDER on your computer.
To create a folder, right-click anywhere on your desktop with your mouse, select "New" > "Folder" and then name the folder "Download Files" or anything you want.
Then open the confirmation email that we sent you, select the first link and copy the hyperlink address, then open the Free Download Manager, press the blue '+' symbol and your link will be automatically pasted in the download window. Press Ok to download the file. You must then select a destination folder: open the Free Download Manager, click on Options--> Download options and choose the folder that your previously created, by changing the 'New download' tab settings. Do the same with the other files and everything should be just fine.
If you have problems using the download manager, you can also download the files directly by clicking on the download links and selecting a download folder to the save the files onto your harddrive.
After you have completed the downloads, please make sure that the file names have not been changed, especially if you have made several download attempts of the same file.
The names of the download files on your hard drive must be the same as proposed as default in the "save as"-window.
For example, if there is a bracket with numbers at the end of the file like (2), erase the number and the brackets.
The download files on your hard drive must also have the same name and extension (either .exe, .bin. .zip. or .rar) then proposed as default in the "save as"-window.
After you have downloaded and saved all the files, you navigate to the download folder and double-click on the the .exe file to begin the installation. Do not try to extract the .bin or .zip or .rar files yourself.Hope this is helpful!

N.B. I found that I had to copy each file one at a time i.e. once you have copied File 1 into the DL Manager & it's finished downloading you have to go back to the second link in your email & copy that into the DL Manager etc. I also found that although I tried to set-up a folder on the desktop, I missed it! but the files all automatically went into a 'download' file anyway - I just had to take note of where to find it?!