OK, here's what happened:
The first try, everytime I un-checked the fast download option, I get redirected to a page with a message telling me that my PC is suspicious and to notify technical support. Obvious malicious web page.
And with it checked, the download response looks normal, but it got transformed into an .exe that opens Internet Explorer.
The host needs to be changed, pronto! I tried and all attempts failed with a compromise.