Can't download MinGW from Sourceforge

Question

I wanted download MinGW C and C++ gnu compiler from Sourceforge using mingw-get-inst-20120421.exe. It gives me an option to download pre-packaged repository or latest one. When I am behind Kaspersky AV firewall latest one fails. Pre- one fails in any case. In any case they don't install gcc.exe at all. This is the image of my mingw/bin directory:

http://img163.imageshack.us/img163/5953/capturephw.jpg

    mingw-get.exe: *** WARNING *** http://prdownloads.sourceforge.net/mingw/pkginfo-0.5-mingw32-beta-20120416-1-bin.tar.xz?download: opened with unexpected status: code = 404
mingw-get.exe: *** WARNING *** please report this to the mingw-get maintainer
mingw-get.exe: *** ERROR *** Get package: http://prdownloads.sourceforge.net/mingw/pkginfo-0.5-mingw32-beta-20120416-1-bin.tar.xz?download: download failed
install: mingw-get-0.5-mingw32-beta-20120416-1-bin.tar.xz
mingw-get.exe: *** ERROR *** required package file is not available
mingw-get.exe: *** ERROR *** cannot install mingw-get-0.5-mingw32-beta-20120416-1-bin.tar.xz
mingw-get.exe: *** ERROR *** due to previous download failure
install: mingw-get-0.5-mingw32-beta-20120416-1-lic.tar.xz
mingw-get.exe: *** ERROR *** required package file is not available
mingw-get.exe: *** ERROR *** cannot install mingw-get-0.5-mingw32-beta-20120416-1-lic.tar.xz
mingw-get.exe: *** ERROR *** due to previous download failure
install: pkginfo-0.5-mingw32-beta-20120416-1-bin.tar.xz
mingw-get.exe: *** ERROR *** required package file is not available
mingw-get.exe: *** ERROR *** cannot install pkginfo-0.5-mingw32-beta-20120416-1-bin.tar.xz
mingw-get.exe: *** ERROR *** due to previous download failure
install: libiconv-1.14-2-mingw32-dll-2.tar.lzma
 installing libiconv-1.14-2-mingw32-dll-2.tar.lzma
install: libgmp-5.0.1-1-mingw32-dll-10.tar.lzma
 installing libgmp-5.0.1-1-mingw32-dll-10.tar.lzma
install: libmpfr-2.4.1-1-mingw32-dll-1.tar.lzma
 installing libmpfr-2.4.1-1-mingw32-dll-1.tar.lzma
install: libpthreadgc-2.9.0-mingw32-pre-20110507-2-dll-2.tar.lzma
 installing libpthreadgc-2.9.0-mingw32-pre-20110507-2-dll-2.tar.lzma
install: pthreads-w32-2.9.0-mingw32-pre-20110507-2-dev.tar.lzma
 installing pthreads-w32-2.9.0-mingw32-pre-20110507-2-dev.tar.lzma
install: libquadmath-4.6.2-1-mingw32-dll-0.tar.lzma
 installing libquadmath-4.6.2-1-mingw32-dll-0.tar.lzma
install: libgomp-4.6.2-1-mingw32-dll-1.tar.lzma
 installing libgomp-4.6.2-1-mingw32-dll-1.tar.lzma
install: libmpc-0.8.1-1-mingw32-dll-2.tar.lzma
 installing libmpc-0.8.1-1-mingw32-dll-2.tar.lzma
install: libssp-4.6.2-1-mingw32-dll-0.tar.lzma
 installing libssp-4.6.2-1-mingw32-dll-0.tar.lzma
install: libgcc-4.6.2-1-mingw32-dll-1.tar.lzma
 installing libgcc-4.6.2-1-mingw32-dll-1.tar.lzma
install: libintl-0.18.1.1-2-mingw32-dll-8.tar.lzma
 installing libintl-0.18.1.1-2-mingw32-dll-8.tar.lzma
install: mingwrt-3.20-mingw32-dll.tar.gz
 installing mingwrt-3.20-mingw32-dll.tar.gz
install: w32api-3.17-2-mingw32-dev.tar.lzma
 installing w32api-3.17-2-mingw32-dev.tar.lzma
install: mingwrt-3.20-mingw32-dev.tar.gz
 installing mingwrt-3.20-mingw32-dev.tar.gz
install: binutils-2.22-1-mingw32-bin.tar.lzma
 installing binutils-2.22-1-mingw32-bin.tar.lzma
install: libexpat-2.0.1-1-mingw32-dll-1.tar.gz
 installing libexpat-2.0.1-1-mingw32-dll-1.tar.gz
install: gdb-7.4-2-mingw32-bin.tar.lzma
 installing gdb-7.4-2-mingw32-bin.tar.lzma
install: make-3.82-5-mingw32-bin.tar.lzma
 installing make-3.82-5-mingw32-bin.tar.lzma
install: gcc-4.6.2-1-mingw32-lic.tar.lzma
 installing gcc-4.6.2-1-mingw32-lic.tar.lzma
install: libstdc++-4.6.2-1-mingw32-dll-6.tar.lzma
 installing libstdc++-4.6.2-1-mingw32-dll-6.tar.lzma
install: gcc-core-4.6.2-1-mingw32-bin.tar.lzma
 installing gcc-core-4.6.2-1-mingw32-bin.tar.lzma
install: mingw32-base-2011060500-mingw32-bin.meta
 installing mingw32-base-2011060500-mingw32-bin.meta
install: gcc-4.6.2-1-mingw32-doc.tar.lzma
 installing gcc-4.6.2-1-mingw32-doc.tar.lzma
install: gcc-4.6.2-1-mingw32-lang.tar.lzma
 installing gcc-4.6.2-1-mingw32-lang.tar.lzma
install: gcc-c++-4.6.2-1-mingw32-bin.tar.lzma
 installing gcc-c++-4.6.2-1-mingw32-bin.tar.lzma

Answer 1

I had a similar issue when trying to install MinGW on an AWS Windows instance with the GUI and CLI installer. I tried the above "repository uri" setting but that didn't help me.

It ended up being Internet Explorer's "Enhanced" security. Once I added https://*.sourceforge.net to my trusted sites it worked.