Mowgli:
1) If you see any !s during download, once the download finishes, you should be offered the choice of re-downloading those files again. If you tell it to retry the download, it should attempt to download just those files again, not everything - so the retry should be fairly painless.
If you still get failures when you retry, I recommend leaving the program open for a few hours and then retrying again - sometimes the servers experience failures like this, then just get better by themselves.
2) The message you get is basically a warning that means "Hey, the data files have changed, so if you get any errors, that's why". As Thurgian says, sometimes feats / paragon paths / abilities disappear from the D&D compendium, so we want to warn people that a new version might have changed things.
Hope this helps!