That's not how that works

You have to go to the custom story download site, download it, and manually place it in Custom Stories folder.

Also, I find this better, sign up for Desura, let it detect Amnesia, then you can just instal the CS and it automatically adds it. Hope this helps. :)

Yeah, that happened a lot with me, too. Just try the Desura, thing. :)

Yup, Desura should do the trick