Thank you for your replies, Lord of the Rings and File_Girl71!

I normally use Firefox 3.6.17 + NoScript. I allowed all scripts but that didn't help. I was in an infinite loop. Clicking the blue "Download Now" button lead to the same download page and no download link appeared.

I tried another browser (Windows Explorer 9) as File_Girl71 suggested and it worked! Installing now...

Thanks again!