This error is usually related to the Proxy Settings of your phone. Please check if you have a proxy set up to your connect. You can check proxy settings for your phone by going into Settings > Wireless and networks > Mobile Networks > Access Point names. Select your default used setting then check the proxy field. Make sure it's empty or Not Set.
Another way is to clear the cache of Google Play. Go to Settings > Applications Manager > Google Play * (* stands for Google services). Tap on clear data and cache, then perform another download.