I recently obtained the Elder Scrolls Anthology Pack and decided to play Morrowind. I go to install it only to find that the download is a fail at 3%. I asked my friend about it and the same happens to him. Any help is appreciated.

We don't have much to go on. What OS are you using and what version of TES Anthology Pack, retail or Steam, do you have?

I assume you have read this http://www.gamesas.com/topic/1473087-faqs-for-the-elder-scrolls-anthology/ about TES Anthology Pack.