80010002 is "file or directory does not exist", which either means the browser can't create the directory where the patch is supposed to go, or the download is canceled somehow and the installer can't find it. Can you have a look at the ms (on pc) and see if the PSP/GAME/UCES00279 folder exists, and if there are any files in there? If it doesn't exist, can you create it by hand (from pc again), and if that works try the download again?
I did like the instruction and it works perfect... I am now donwloading the chapter 5... I hope this helps... seya around