I'm getting the same error on a fresh install of xubuntu.
I thought that it might be because of my location(Belgium) so i tried a proxy in the US but that didn't work either.
I copied and pasted the link in a browser (https://downloadmirror.intel.com/25871/eng/iot_data.xml) but it returns a 404.
Maybe I need some permission to let the installer connect to the internet?
Any help would be appreciated !