What do you mean by download and where do you download ?
I suppose you mean that you try install the package in your website.
If these message happend during the installation the "JFTP" mean that you have the Joomla FTP Layer enable and that you don't have the permission to create (make) a directory (mkdir)
The message "failed to move file" may mean that you had a "timeout" during the upload of the package. Perhaps you have a 30 second limit or something like that that is reached before the upload is completed.
JMS Multisites is a package of more than 2.4MB and you may sometime encounter execution time limit in your server.
The alternative solution is to install the component from a directory.
In this case, you transfert manually the component into a temporary directory and after your use the installation from this directoory
See the procedure described in the forum here
www.jms2win.com/forum/26-bugs-errors-rep...tion-blank-page#4921