The OpenStreetMap importer is no longer available, All of it's functionality, including automatic OSM downloads, (and a lot more) are available in DEM Earth. 

Here is a small list of popular OSM servers.

You need to get OSM.XML files from these servers.

gzip,7z,bzip,ect,ect just defines the compression type of the file you receive.

IMPORTANT: you will need to rename downloaded XML files to OSM, by simply changing the file suffix.

e.g.  myfile.xml should be myfile.osm

You then simply drag and drop "myfile.osm" into c4d and the openstreetmap importer will convert the file to splines for you.