CutePDF Writer has a web-offline installer. This means that you save a package on your computer, but to complete the installation, an Internet connection is required because it needs to download the Ghostscript module that's required to create the PDF files.
Download page: http://www.cutepdf.com/Products/CutePDF/writer.asp
However, if you don't have an Internet connection, save the setup package and then download the Ghostscript manually from this address: http://ghostscript.com/download/gsdnld.html
First, install the CutePDF Writer and ignore the error with the Internet connection, then install the second one and everything should be jut fine.