Sophos FW blocking the downloads of Office and other programs

Hey Guys, 


I'm not sure has some one else been having the issue of trying to install Office or any applications that has an initial client , This then connects to the net and downloads the complete application but it just sits there.. 

Nothing was working, It only started working once I put the host IP into the exception list. 

The FW rule had allow all for application and web filtering, Although the logs didn't show much