How can I use innosetup to automatically download files from Microsoft - download

Question

I am using InnoSetup Tools Downloader plugin from here.
It enables downloading external internet files during installation.
While it can work in many cases, but in some case like this:
itd_addfile('http://download.microsoft.com/download/1/d/b/1dbee406-9b5f-48c5-b901-dd1a3f3c4669/Merlin.exe',expandconstant('{tmp}\Merlin.exe'));
It complains with the following:
Sorry, the files could not be downloaded. Check your connection and
click ''Retry'' to try downloading the files again, or click
''Cancel'' to terminate setup.
WE can use webbrowser to open and download:
http://download.microsoft.com/download/1/d/b/1dbee406-9b5f-48c5-b901-dd1a3f3c4669/Merlin.exe
Why it cannot be automatically downloaded by itdownload?
How to fix it?
Below is the modified example1 which caused the problem.
#define MyAppName "My Program"
#define MyAppVerName "My Program 1.5"
#define MyAppPublisher "My Company, Inc."
#define MyAppURL "http://www.mycompany.com"
[Setup]
AppName={#MyAppName}
AppVerName={#MyAppVerName}
AppPublisher={#MyAppPublisher}
AppPublisherURL={#MyAppURL}
AppSupportURL={#MyAppURL}
AppUpdatesURL={#MyAppURL}
DefaultDirName={pf}\{#MyAppName}
DefaultGroupName={#MyAppName}
OutputBaseFilename=example1
Compression=lzma
SolidCompression=true
CreateAppDir=true
ShowLanguageDialog=yes
[Languages]
Name: english; MessagesFile: compiler:Default.isl
#include ReadReg(HKEY_LOCAL_MACHINE,'Software\Sherlock Software\InnoTools\Downloader','ScriptPath','');
[Code]
procedure InitializeWizard();
begin
itd_init;
//Let's download two zipfiles from MS Agent website..
itd_addfile('http://download.microsoft.com/download/1/d/b/1dbee406-9b5f-48c5-b901-dd1a3f3c4669/Merlin.exe',expandconstant('{tmp}\Merlin.exe'));
//Start the download after the "Ready to install" screen is shown
itd_downloadafter(wpReady);
end;
procedure CurStepChanged(CurStep: TSetupStep);
begin
if CurStep=ssInstall then begin //Lets install those files that were downloaded for us
filecopy(expandconstant('{tmp}\Merlin.exe'),expandconstant('{app}\Merlin.exe'),false);
end;
end;