Every ROM I try to download from the US server comes back with a "File not found" error. The Europe server link works just fine. Is the US server supposed to be broken?
Right click on the link and choose "Save target as..." Sounds like your browser is trying to Open the file rather than Save it. That's usually the case with "File not found" errors. Since it stores the file into a temporary folder and then tries to open it without ever really saving it somewhere.
