None of the 2 "Installing Extensions" links works reliable, within app. 20 tests I was 1x successful with the link under heading "Installing Extensions".
I forgot to mention: Same problem with Firefox 4 and Seamonkey 2.2. <http://extensions-test.libreoffice.org/help-downloads/installing-extensions/at_download/file> seems to work reliable when I copy / paste the URL to the URL pane of the browser.
I changed the link to the howto about installing an extension to the LibreOffice-wiki. I hope everything works for you now.
Testsite does no longer exist, and I Can't find any Help on current pages, what also is a problem, but not this one.