What do you mean, was it during the first download??
Application Initialization failed (144) message
You must use a broad band line, using a dial up line the download will fail
as there is 3-4 parts to the download an installation all via the internet
I do not have a Sony Mp3 player but sonic stage download an installed on my PC no problem
But it took over 45 min to 1 hour to download and install over the Internet
The first download only download the Sonic Stage Installer once you can see the icon on your desktop.
Double click on installer and a page will open in your browse for to you accept download you can also read all the information on the download & installation
After that the software is download and install on you pc via the Internet
A displays will popup showing the progress of the download and installation, if any part fails the program will not install
Let us know how you get on