1. Could You post the links (or the names) for the iconsets you downloaded? That way we could see if it's a problem on Your side, or if it's a problem with the icon sets.
2. KDE-Look.org has restrictions on file upload size, so artists have to host elsewhere when their files are bigger than the allowed size. Normally, that wouldn't be a problem, if the artist provided a hotlink to the file. The problem is that most of the free file-hosting services don't allow direct linking (hotlinking) and downloaders have to visit their page to get the file. The "Get Hot New Stuff" feature only works, if a hotlink is provided, that's why some of the wallpapers, themes or, especially iconsets can't be downloaded with GetHotNewStuff.