When the Media SDK installer tries to download the other installers, it instead downloads an html 404 error page and tries to execute it.
I think we have this fixed, so you may want to try again. Let me know if it fails. We fixed an instance of this problem, I am NOT 100% sure it will fix the MediaSDK as well.
Just in case, I'll alert the webmaster to this.
In the meantime, I'll also whitelist you so you can post anywhere on the forums.