just tested in my environment and this is what should happen in yours,
begin downloading the file .bat
the download completes successfully
and in the folder you should see the following folders
and files
If this does not happen, and you get error you sent, I am inclined by the Proxy or Firewall
Check your proxy or firewall, enables the downloading of these files and try again
P.S.: If this works please let the community knows about it.