File not found error on install

While installing MinGW-4.1.0.exe, I get the error
message:
Error opening
http://internap.dl.sourceforge.net/sourceforge/mingw/m
ingw32-make-3.80.0-3-src.tar.gz. The server returned
status code 404.

I have tried several mirrors with the same results.
The problem appears to be that the file on the
mirrors is mingw32-make-3.80.0-3-src.tar.BZ2 rather
^^^
than mingw32-make-3.80.0-3-src.tar.GZ
^^

Please pardon my ignorance if this is a simple
question - I'm just learning to use the tools.

Thanks.