sarram - ah, I think I see the problem - if you put the arrow/cursor over the link, the file path reads as follows:
http://www.sonicyouth.com/gossip/lix.in/6a8c1ce5
It seems to be trying to find the link here at SYG - this must be why I keep getting the "404 File Not Found" error message.
It is possible to either a) re-do the file path so I can then extract the file, or b) do as a ZIP? Thanks once again.