I have downloaded the update several times and it does not really download. Can not update my 5.08 version.
be sure you get it from here (just in case you weren't already); http://www.piriform.com/ccleaner/builds
and if you have trouble with the normal build, try the Portable.
the Slim build isn't up yet, usually available about a week after the normal build is released.
slim and Portable builds are the same as the normal, just without the built-in Google offers.
Make sure CCleaner isn't already running in the background.
Also see here for some tips: