We have to this with a friend who had the same problem and it work:
There is a problem with performing downloads in the background. After deleting the demos that were giving us trouble We went back to the Playstation Store and downloaded the demos, but didn’t click “Perform in Backgound” and they downloaded and installed just fine.
Leave the router settings alone (assuming you’re able to get online already, of course) and download WITHOUT doing it in the background and just wait for it.
If you still have the same problem, then try changing your router settings and see if that help, just write down what your original settings were in case you need to go back to them.
Hope it help you. Give us news.