diff --git a/ez_setup.py b/ez_setup.py
index 4c1b69786..48dc2983d 100644
--- a/ez_setup.py
+++ b/ez_setup.py
@@ -96,7 +96,25 @@ def download_setuptools(
     if not os.path.exists(saveto):  # Avoid repeated downloads
         try:
             from distutils import log
-            log.warn("Downloading %s", url)
+            if download_base.startswith("file:"):
+                log.warn("Unpacking %s", url)
+            else:
+                log.warn("""
+---------------------------------------------------------------------------
+This script requires setuptools version %s to run (even to display
+help).  I will attempt to download it for you (from
+%s), but
+you may need to enable firewall access for this script first.
+
+(Note: if this machine does not have network access, please obtain the file
+
+   %s
+
+and place it in this directory before rerunning this script.)
+---------------------------------------------------------------------------""",
+                    version, download_base, url
+                );
+                log.warn("Downloading %s", url)
             src = urllib2.urlopen(url)
             # Read/write all in one block, so we don't create a corrupt file
             # if the download is interrupted.