I was just writing a reply asking you do do just that, OzYank.
Glad you found a workaround.
So, it's definitely something about your system as other people seem to be able to use the download feature successfully. One suggestion I can make is to extract the HDST zip file to a different location, preferably in it's own folder on the root of a secondary drive (not on C:\ ). If you can only use C:\ then extract it to the C:\Program Files (x86) folder. As I wrote, the error message is generic and appears whenever HDST cannot download the xml file for any reason. My first reaction was it was a firewall problem but with Windows it's possible that it's something else like folder location.