I've just put up a post on http://money.mvps.org with some instructions on how to create a self contained installation of Money 2005 onto CD, so you never need to rely on the Microsoft servers to deliver the patch update again. This fix can be read in FAQ Article 630.
Credit is to Jean-Paul in the French money newsgroup who came up with the solution. I've had feedback that it works on all language versions of Money 2005.
It is probably not legal to share the files that are required from a patched version. You may need to wait until Microsoft sorts out the problem with downloading before performing these instructions.