Both of those links are for a direct download of a particular program. If that's what you're trying to do and it wont work from a single left click, do a right click and select 'Save As' to download to a folder of your choice on your comp.
If you're just trying to access the website, shorten the url to
http://download.microsoft.com or
http://g4.live.com
If it really is a server problem, it may just have been busy.