The mirror is selected randomly in this list (http://releases.ubuntu.com/8.04.1/ub...amd64.metalink) with precedence to the mirrors that are in your country. There is also a metadl log in c:\ubuntu where you can see the details.
It might be that you were not lucky with the mirror selection.
If you try again, a different mirror is usually selected (unless you live in a country with exactly one matching mirror in the list).
Or simply download the ISO manually and save it in the same folder where you have wubi.exe. Make sure to match the version: wubi 8.04.1 requires a Live CD/ISO 8.04.1
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