One-click installation only pointing to download

Hi there,

as far I understand, it should be possible to install a plug-in directly from the Dev Dashboard on the site in question or from the corresponding plug-in page on
I tried to install the Google Analytics + plug-in both ways, but all I can achieve is to download the plug-in to my own PC (and not the site I want to install it to).
Ok, I could install the plug-in manually then, but you offered that nice one-click feature...

Example: I go to my site, WPMU Dev Dashboard, plugins, scroll down to Google Analytics +.
A "Download" button is offered there, which takes me to
There I press the "Install" button and select
This opens again, but this time with a "Google Analytics + Plugin" flyover window. On the top right a button "Download Plugin" is offered.
If I click that button, I end up on again.

So it's going in circles.

What's wrong here?