Since getting Starcraft II I have bashed my head against the uselessness of the Blizzard Downloader. As is common knowledge that Blizzard uses the bittorrent protocol to transfer its patches and you might thin that it's pretty damn penny pinching of them to do it instead of just doing direct downloads. Unfortunately their bittorrent sucks from my repeated experience.
On both the 1.0.1 and 1.0.2 patches the downloader stopped part way through the download reporting the error "There were multiple problems saving data." As you can tell it offered up no useful help. A quick Google also turned up very little other than the basic and generic Blizzard Downloader FAQ page. After trying all of the suggestions I had got nowhere except swearing at Blizzard for not putting out a direct download patch.
To keep this short a few days later I tried downloading the patch files into the Updates folder using utorrent instead of the Blizzard downloader and five minutes later all the files had been downloaded. The Updates folder is located in the Starcraft II install folder and is only there when there's a patch needing to be downloaded. Starting up Starcraft II again it detected all the files were present and happily patched itself up.
So if you're having trouble downloading the Starcraft II patches wait a couple of days and try using a different bittorrent client to download the files. You'll find the bittorrent files near the Updates folder in the Starcraft II install folder.