Most likely your DNS isn't working. Do a 'dig list.smartfilter.com' and get the IP address (or do an nslookup from a desktop computer if the firewall DNS is configured incorrectly). Then go to Maintenance -> Updates and click on "SmartFilter Updates" and put the IP address there in place of the URL, hit Save, and try the update again.
I just tried it from two different machines and they both worked so it looks like something in your network is causing this error.
si yo pruebo con chrome, me pide usuario y password, cual es el usuario y password para descargar las listas de smartfilter?
You cannot go to the site to download the updates, you must do it through the firewall.
That error is coming from an upstream proxy server. Put in the proxy settings there for Smartfilter and you should be able to download the update. I just tested this and got the same error when my upstream firewall will only allow non-transparent HTTP and I have not put in any proxy settings for SmartFilter.
"Put in the proxy settings there for Smartfilter and you should be able to download the update."
Donde tengo que poner esta configuración? me podrá dar un ejemplo?
This is under Maintenance -> Updates in the Firewall GUI. Select "SmartFilter Updates" and you'll see proxy settings there. This is only for version 8 of the firewall, not version 7.