The culprit: http://transfers.one.microsoft.com/ftm/

The error message:

---------------------------
Program Cannot Start or Run
---------------------------
The program or feature "\??\C:\DOCUME~1\CHRIST~1\LOCALS~1\TEMP\~EXB0000\setup.exe" 
cannot start or run due to incompatibility with 64-bit versions of Windows. Please 
contact the software vendor to ask if a 64-bit Windows compatible version 
is available.

It's "only" the FTM that I need for Connect and MSDN Premium downloads! Dear Microsoft, how about a working version for us Windows x64 guinea pigs?

Note: I am complaining about the standalone install, not the ActiveX. But who's using IE these days?