I just tested your download link here on Internet Explorer 11 (Windows 7), and everything is downloading correctly.
1. What version of Internet Explorer are you using?
2. Are you using any web browser plugins that could affect the download?
If you go to "Microsoft Internet Explorer->Internet Options->Programs->Manage add-ons" you can see everything that might affect the download.
If you find an add-on that is a problem, please let us know so we can fix it (or pass the information on to others).