cabal-install fails on WinXP

[Alistair Bayley]

I've tried using cabal-install (cabal.exe) for the first time to
install yi, and all of the packages fail to download. Reducing to a
simple test case, "cabal install binary" fails with:

Resolving dependencies...
Downloading binary-0.4.4...
cabal: Error: some packages failed to install:
binary-0.4.4 failed while downloading the package.

Where do I look to diagnose this?

Alistair