I had the same problem and fortunately you gave me a nice tip just now :)
Yes, this's something you can fix yourself, SyntaxHightligher extension has a config file under App_Data\Datastore\Extensions, the name is SyntaxHighlighter.xml, open that file and change CDN links with:
http://alexgorbatchev.com/pub/sh/current/scripts/ (for scripts, current means latest version as you can see in http://alexgorbatchev.com/SyntaxHighlighter/hosting.html)
http://alexgorbatchev.com/pub/sh/current/styles/ (for styles)
I think this'll be enough but actually this's not what i did first so if you still can't get it work, then get the source code, open App_Code -> Extensions -> SyntaxHighlighter.cs and change the CDN links from there too, you'll see them under a static
property named Options.