My First thought was to try a different web browser like firefox or something, But it is work on a different network, then I don't think IE9 is the problem.
You can try changing to a different DNS server,
Got to Control panel --> Network and Sharing Center --> Change adapter setting (top left) --> Then double click on the network card that is giving you internet (I am guessing Local Area Connection) --> then go to Properties --> then Internet Protocol Version 4 (TCP /IPv4) properties.
Click on the circle to highlight Use the following DNS server addresses. And put
188.8.131.52 in the box next to Preferred DNS server. Click ok and ok again. Now try Microsoft downloads again.
If it doesn't work change that Circle thing back to Obtain DNS server address automaticlly.
184.108.40.206 is on of google public DNS servers in case you were wondering.
DNS server are what translate name in to IP addresses, like www.google.com, a comptuer has no Idea what the a www.google.com is, so it ask a DNS server and it tells you computer google ip address.