Can't Install Theme

I just installed wordpress on my computer. I used EasyPHP and the EasyPHP WordPress Module. It seems to be working just fine. I have used the Dashboard and etc. There is one problem:

The default install has one theme “Twenty Ten”. I want to install another Theme. When I try to use the search or find functions of the Install Theme area I get the error message “An unexpected HTTP Error occurred during the API request.” The Upload function seems to work but Featured, Newest and Recently Updated all result in that same error message.

Any help figuring out how to get Theme Install working is greatly appreciated.