Here's the link:
http://support.apple.com/kb/TS2799
And if you need more information, a Google search of that error comes up with quite a few other suggestions:
Google Search For "Error 3259"
If you reply back, please remember we will need more information about your computer such as the operating system, antivirus and firewall installed, etc.. For example, Norton's antivirus and firewall are causing quite a few such issues but since you didn't give us a clue as to whether you have such, it's tough to guess any further...
Hope this helps.
Grif
Hi, I'm having a hard time downloading video podcasts with iTunes.
Every time I want to download a new podcast I waste a lot of time, because in the middle of the download I get an error message (err = -3259) and I don't know what it means.
I installed the latest version of iTunes, but it keeps happening.
Please, help.

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