Enter "knightonlinesetup_1264_04.exe" into google and you will find the file at other sites that have better DL speeds for you. I found this for example:
http://ftp.games.skynet.be/pub/misc/ (http://ftp.games.skynet.be/pub/misc/)
That gave me 400+ kB/s i.e. 100 times better than the official homepage.