When the "Hotfix Download Available, View and request downloads" link is selected you are taken to a Hotfix Request page. Under Step 1 it defaults to the Platform you have installed on the computer you are accessing the link from. This may be the wrong version for your HIS installation. If you access the link from a 32 bit server you will download and attempt to apply the x86 version of CU2 on an x64 box resulting in the error message.
Click on the "Show hotfixes for all platforms and lanquages" link. This will exposes both the x86 and x64 bit versions of the Cumulative Update. Download and apply the correct version.