Microsoft Online Services Sign-in Assistant: Download failed

When installing the Microsoft Dynamics CRM Reporting Authoring Extension, on the machine where BIDS is installed, 9 out of 10 times the SQL Server, you might be facing a problem around the prerequisites. This software requires the following components:
- Microsoft Application Error Reporting
- Windows Live ID Sign-in Assistant
- Microsoft Online Services Sign-in Assistant

In some occasions it is not possible to get past this screen since the last one of the requirements is showing the status "Download failed". Looking in the BIDSExtensionsSetup log file (C:\Users\administrator.DEV\AppData\Roaming\Microsoft\MSCRM\Logs), you will see:

08:48:37|  Error| Microsoft Online Services Sign-in Assistant did not download successfully.  To try again, ensure your internet connection is working, then try again.
08:48:37|  Error|   hr=0xc0040202

This error is pretty easy to fix. After double checking that you are actually online, you can download the Microsoft Online Services Sign-in Assistant directly from the Microsoft Website. Make sure to download the 64 bit version and install this on the BIDS machine.

When running the Report Authoring Extensions Setup again, you'll see that this requirement is not even showing up in the list anymore and you can safely install the other two required components.