I had a nightmare of a time getting Hen to install.
But strangely i had had this same problem on my PS3 every single time from the 1st hen install long ago to updates through time.
What fixed it for me was using the Alternate method, book marking it, rebooting, then opening the browser and going...
Long time reader, first time responder here...
I have had that many times and the only way i knew of was to just boot into recover mode and reflash the CFW , then redo hen, then it might work.
I went to 4.90 firmware the other day and had a helluva time getting hen to install and twice after it...