Unable to download remote file

I've just finished downloading minecraft, and this showed up (Look At The First Picture). It says "Unable to download remote file", and it is telling me to "Check your internet connection/proxy settings." Then I went online to search who is this happening and they say it's because your firewall had blocked it. So I went to turn it off, but I found out that it was off already (Picture Two). So please tell me what to do, I have no idea of what should I do next.