Gabriel,
Mostly this is happening because your browser is not able to get to the URL where SDM's Tomcat engine is, for it to be able to obtain the attachment.
Does it work in another browser?
I'd recommend opening browser console or better a browser traffic debug tool like Fiddler. Once you install it, fire it up and restart your browser and retest. We should be able to see what your browser requested when you tried to export /download files. It should give some clues as to what is causing the issue.
_R