(updates:2)
If you lost something at Wizards' site, try the same URL, but on host "archive.wizards.com" - most old stuff is moved there.
This doesn't apply to zip files, though.
The problem here is that due to "webmastering" still performed in either incompetent or unfriendly way, the site will redirect you in the middle or nowhere, in the middle of ads or onto 404 page - either way, it will be less than helpful, unless you just want to see a big ugly banner. This is avoided by copying the link URL, then pasting and fixing it in URL bar.
For those of us using Firefox, consider using add-on Redirector that substitutes parts of URL on the fly. In which case you have to set it up: open its tab (click on the icon) and press "New redirect...", then enter:
Include Pattern: http://(www\.)?wizards\.com/(DnD/)?(\w+\.aspx?\?x=.*)
Exclude Pattern: /http://
Redirect Pattern: http://archive.wizards.com/$2$3
Exclude pattern's purpose is to disables redirect in webarchives.
Still, some links even within archive.wizards.com need fixing - unfortunately, even for known cases there's no obvious way to discern them and automate fix without causing circular redirects or other bugs, as there are valid links of the same structure:
e.g. "http://archive.wizards.com/DnD/Article.aspx?x=dnd/library" (before "Download" button here) is broken and must be replaced with "http://archive.wizards.com/default.asp?x=dnd/library" - but there's also valid "http://archive.wizards.com/DnD/Article.aspx?x=dnd/updates".
