This issue is typically experienced by windows users.
In order to fix this you need to set IE as your default browser as CS:S uses IE to download your files.
1. Make sure you have Internet Explorer on your computer.
2. Make sure Internet Explorer is your default browser. (Open IE > Tools > Internet Options > Programs > Click "make default".)
3. While you are still in the Internet Options box click the Connections tab.
4. Click LAN settings/proxy settings.
5. Click "Automatically detect settings".