Can't download ePub with Aldiko
There are multiple solutions. As I don't know how you tried to download it (or with which app you received it), I'll give you a few "blind shots":


Downloading it with the browser: This might give you the error you described (see below for a possible solution on this), or might simply store the file in your downloads folder (depending on the browser used). In the latter case, the saved file is often mis-named to .epub.html, so you'd have to rename it and strip the .html off to be able to open the book with your reader.
Receiving it with the mail/gmail app: There should be a way to simply "save the attachment" to your sdcard. You need to find the correct folder with some eBook readers; Aldiko might offer you to import it to its library from wherever you've stored it.
Downloading it with your PC, and copying it to your device: Same steps as above after saving the attachment.
Try Moon+ Reader as alternative eBook Reader app: As far as I remember, Moon+ registers itself for the .epub extension, which should completely solve your problem with the error message (the book would be opened directly in Moon+ Reader). And even if not, it has a lot of OPDS libraries pre-configured where you can download books from directly from within the app.


One or more of above items should help you out of your misery. Enjoy eBook reading!

PS: If you like Moon+: Until the end of this month (February 28, 2013), the Pro version (Moon+ Reader Pro) is offered for half of its usual price to celebrate its return to the playstore after having been unfairly banned. This is an offer you should take then :)