It's not being delivered through the website...
It's being delivered over the air, same as the 2.1 update was for generic Heroes and the branded ones on other networks.
If you're phone hasn't detected it already try setting the date ahead a month, otherwise you might have to install the most recent Orange ROM on the HTC website (version ending .66) before you can get it. Once part 1 has installed you should have a new option under Settings->About Phone where you can check for software updates. Push 'Check Now' and part 2 should be delivered (all 70 odd meg of it).