I'm still on this topic. Last night at home, after getting Site5's email saying that they can't replicate the problem but have done some modifications at the back end, it was ALL OK downloading file using ftp:// from this post and http:// at this post.
I was not over excited and waited until this morning to try this again at the office. Using http:// was OK but I still got error "the document contains no data" using ftp://. I have tried also clearing cache in Firefox, reboot the notebook....nothing more I can do really.
It would be interesting as my learning as to what has been done at the backend. I believe using http:// as download link is proper.