I am getting an error while trying to download binary for mysql 5.5.11
I'm guessing that you got that link from http://www.ovaistariq.net/490/a-step-by-step-guide-to-upgrading-to-mysql-5-5/?  At any rate, MySQL is up to 5.5.20 now and I don't think they offer older versions of 5.5.x.  If you want an older GA release, you'd have to download 5.1.61.

If you visit http://www.mysql.com/downloads/mysql/ in your browser, you can get a correct URL to a current version.