I've tested the behavior in my Virtual Machie with Win7 + Office 2010 upon Windows 2008 R2 Hyper-V and the result is fine. We can download the template under 2012 Calendars folder without problem.
As the Template Download Error said in kb2665200, please make sure your computer is connected to the Ineternet and your IE is not working offline (File > Work Offline)
Thanks.
Tony Chen
TechNet Community Support
