Try one of the newer builds (last week or less). This issue was addressed 
in https://github.com/JuliaLang/julia/issues/5574



On Tuesday, July 8, 2014 4:47:50 AM UTC-4, Andreas Lobinger wrote:
>
> d:\addprogram\Julia 0.3.0-prerelease>julia.lnk
> ERROR: stat: connection reset by peer (ECONNRESET)
>
>
> d:\addprogram\Julia 0.3.0-prerelease>julia.lnk
>                _
>    _       _ _(_)_     |  A fresh approach to technical computing
>   (_)     | (_) (_)    |  Documentation: http://docs.julialang.org
>    _ _   _| |_  __ _   |  Type "help()" to list help topics
>   | | | | | | |/ _` |  |
>   | | |_| | | | (_| |  |  Version 0.3.0-prerelease+3121 (2014-05-19 22:16 
> UTC)
>  _/ |\__'_|_|_|\__'_|  |  Commit e1468d5* (49 days old master)
> |__/                   |  i686-w64-mingw32
>
> julia>
>
> I'm trying to run julia on my work laptop (so behind a few company 
> firewalls). In the above copy you see two different situations:
> 1) i'm connected "directly" to the Internet. julia doesn't start with an 
> error message.
> 2) i'm connected via the company net. julia starts. Which is nice, but 
> after that i cannot use Pkg.update etc. (see 
> https://groups.google.com/forum/?fromgroups=#!topic/julia-users/zjTrgs8M3x4
> ).
>
> Any hint?
>
> Wishing a happy day,
>         Andreas
>

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