Welcome to the world of obsolete legacy operating systems like MS Windows.
... I still wonder why people stay on it.
Anyway, I can't help with *that*, but once your OS will be in fit shape, plus your ISP and router will have proper DNS, the nslookup should be able to resolve string "master.lfs.net" into IPv4 address (those 4 numbers with dots x.y.z.w ).
If your ISP DNS for some weird reason can't resolve it, you may also want to consider to use some other DNS (OpenDNS or GoogleDNS).
Once the DNS will resolve "master" into correct IP, then lfs.exe should work (if not, request more support here).
It's sort of weird that you can reach lfs.net, but not the third level local domain, then again I already forgot almost everything how DNS works, so maybe it has some inner logic, how half-functional DNS service can resolve the main one, but fail on sub-domains.