I have the same thing happen, I only thing I could say it could be either the file itself or that it required an Ep that you don't have. Also when people upload paintings alot of times they don't post where to find them and then you have to search for them and might over look them. I just stated making custom paintings and it is way easy so you may want to try to make ones yourself. I made 50 custom paintings last night in one hour, it would take the same amount of time to download them. And they all worked and I knew exactly where they were. Here is a tutorial:
http://www.modthesims2.com/showthread.php?t=95015If you have any problems just pm me. Make sure that you have cep files right in your downloads folder and not in a subfolder.