It might just be me, but how do you download FFmpeg? I don’t seem to be able to connect to the LAME download page. 
download and run [u]ffmpeg-win-2.2.2.exe[/u] to install it.
(You no longer need to install LAME. It’s now built-into Audacity.)
Working fine for me with Firefox and Chrome browsers. Perhaps there was a temporary connection problem.