This seems like an obvious question, and I hope I've gathered the correct information from your post, it was hard to get down exactly where this is occurring.
Is the problem in the Store, or in your Library only?
Is it only involving downloading and purchasing books?
If some of the books are ones you own - had they previously FULLY downloaded before you attempted to open them?
Is it happening with only one item or book?
Is the NOOK actually connected to wifi?
If you have set up wifi already - is it definately enabled and turned on?
Might be able to help if you can give a bit more specific information.
If not you can call 1-800-843-2665 for Customer Service.