I try to download the soft file of a GSM from GEO:

getGEO("GSM998923",destdir='Data')

I get the following error:

Error in download.file(myurl, destfile, mode = mode, quiet = TRUE, method = getOption("download.file.method.GEOquery")) : 
  cannot open URL 'http://www.ncbi.nlm.nih.gov/geo/query/acc.cgi?targ=self&acc=GSM998923&form=text&view=full'

I then tried to see if it is an internet problem, so I copied the url in the error message and did this:

url="http://www.ncbi.nlm.nih.gov/geo/query/acc.cgi?targ=self&acc=GSM998923&form=text&view=full"

download.file(url,destdir="Data")

This time it works. The content in the url is downloaded without problem. 

So my question is, why the getGEO function give me the error and how can I fix it?

I am using "R version 3.3.1 (2016-06-21)" and GEOquery 2.40.0

An upgrade to GEOquery 2.40 will likely fix the problem.  NCBI has moved away from using "http" in favor of "https", so you'll need to update GEOquery to address that issue.  Sorry for the inconvenience!