When you grabbed the feed, were there any rules posted regarding it and how often you were allowed to ask the server for updates?
I just tried it on my test site and it works (I let it run via the Scheduled Task), so it isn't a broken feed.
Did this feed used to work and then it broke? Are you running any other feeds at the same time? Is there anything in your error_logs (if you don't know where they are, ask your host)?
Try disabling your plugins and see if it runs correctly.
Note: To temporarily disable the plugin system, edit config.php and add this line right under <?php
PHP Code:
define('DISABLE_HOOKS', true);