MSDN File Transfer Manager (FTM) Issue
If like me you’ve recently updated to Windows 7 (which generally I find a real improvement over Vista) you may have difficulties downloading products from the MSDN site using the Microsoft MSDN File Transfer Manager (TFM). Now I have to be honest I’m not sure if this is an issue with Windows 7 or Internet Explorer 8 (IE8). My gut feeling is it is a issue with IE8. Either way if you are having issues downloading files from the MSDN download site, then you need to manually download and install it from:
Microsoft MSDN File Transfer Manager
Also if your Corporate Group Policy requires you to have Administrative privileges to install ActiveX controls then you can use the above link to download and install.
There is an alternative download manager from Akamai, for those not using Internet Explorer or FireFox on Windows:
Note: FTM is implemented as an ActiveX control and is a 32-bit application, so you may need to run your 64-bit browser in 32-bit mode.
More information can be found on the File Transfer Manager Help pages.