Comment 3 for bug 1354709

I get this exact same error on Ubuntu Mate 14.10 on a fresh install:
All fonts downloaded and installed.
Traceback (most recent call last):
  File "/usr/lib/update-notifier/package-data-downloader", line 260, in process_download_requests
    os.remove(f)
OSError: [Errno 2] No such file or directory: '/var/lib/update-notifier/package-data-downloads/partial/arial32.exe'