>...I first had to set up a Microsoft Online ID, which led to a deadend "cannot display this page"... The next time I went there, in a different browser session, it asked for the Online ID and password that I created in the first step (the step that seemed to fail). It worked.

I had the same experience. While setting up my MS Online ID I got a "cannot display this page" error and figured I was hosed. However the ID and password I created have worked fine ever since. Weird.