When running the update inside the Lync Server 2010 BPA, I get "an error occurred trying to access the web". I get this from Win7 client or the Lync server, both have full Internet access through router/firewall. Other BPA's and Windows Update work fine. Maybe because the tool is so new there are no updates but thought this error was unusually unfriendly.
If Fiddler and Network Monitor both show that requests are being made to the link you provided above, then I'm going to say that MS hasn't finished everything on their end for that tool to work properly. I also cannot pull up the link you provided.