A similar message for this issue may also be “Can’t connect to the server. Please check your Internet connections and try again. The system cannot find the file specified.”
The problem lies entirely with Internet Explorer 8 (IE8) and its use of SSL connections.
You can either switch to a browser that works (IE9, Firefox, etc.) or use a non-SSL connection.
If you do not want to switch to a browser that works, then you can ask users to right-click on the link, select the ‘copy hyperlink’ option, paste the URL into their browser, then remove the ‘s’ from the https (so it is now an http connection instead).
Alternatively, when you logon to your admin system, do so with HTTP in the title bar rather than HTTPS, and then when you create customer accounts they will be sent an HTTP license file instead on an HTTPS one.