Error 404, even though file does exists

Im am using the option "Remote File" for a CCK image field.
I am getting the following error:

The remote file could not be transferred because it was not found.
or
Unable to fetch file from Remote File URL http://db.classical-music-records.com/photos/131216042302-recording00108... (error 404: Not Found).

The URL (http://db.classical-music-records.com/photos/131216042302-recording001082-jacket.jpg) is pointing to a valid JPG file (as you can easily test).

Same result with using "Remote URL" instead of "Remote File".

curl is active
allow_url_fopen is ON

No idea what I am missing.
Any suggestions what I should check or test?