Hi,

No problem here in downloading from ActiveState's 5.16 repo:

C:\sisyphusion>ppm install Math::FFT
Downloading ActiveState Package Repository packlist...done
Updating ActiveState Package Repository database...done
Downloading Math-FFT-1.28...done
Unpacking Math-FFT-1.28...done
Generating HTML for Math-FFT-1.28...done
Updating files in site area...done
   6 files installed

C:\sisyphusion>ppm repo list
id pkgs   name 
1  14693  ActiveState Package Repository
 (1 enabled repository)
[download]

This would further indicate that your problem is a configuration/connection issue (as has already been suggested).
Run ppm help for documentation regarding commands you can run that might help you work out what has gone wrong.

Cheers,
Rob