Browse to C:\Program Files\Common Files\MicroWorld\WGWIN folder and then open WGWIN.INI file in a notepad and then add the Proxy user name and password (which was set by the System Admin on that system to connect to the internet) in the below sections
Save the file and then try downloading the hotfixes again.
Note: Pause eScan's protection before saving the file, incase it does not allow to save the file.
An additional note:
You can find the Proxy username and password from Eupdate.ini file under below HTTP section and can add the same credentials in wgwin.ini as explained earlier.