By Just a heads up, Epic Games has told us that they are aware of some issues while downloading the “Golden Lancer” for Gears of War 2. They are looking into what might be causing the problem, and once we have more information, we’ll let you know.
Oh, and if you didn’t get this preorder special, you may be interested in a contest that we will be posting very shortly 
Update 1:
Solution: This has been resolved. Follow the steps below:
1.      Launch the Xbox Dashboard
2.      Sign into your Profile
3.      Go to the Marketplace blade
4.      Select “Account Management”
5.      Select “Download History”
6.      Under the “Games” section, select “Gears of War 2 Gold-Plated Lancer Assault Rifle”
7.      When the blade appears, select “Download Again”
8.      Wait until the “download complete” confirmation toast appears
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