Wasn't that hard to fix it
step 1: open the directory C:\PATH\ABCD
step 2: Open/Edit the file named ABCD.r in notepad/wordpad(or ur favourite editor) Right-click and use open with...
step 3: search for this line ";system/schemes/http/user-agent:" [its line 30 in my file]
step 4: remove the ; "semi-colon at the beginning of that line" and replace with this
system/schemes/http/user-agent: "Mozilla/5.0 (Macintosh; Intel Mac OS X 10.8; rv:21.0) Gecko/20100101 Firefox/21.0"
step 5: search for this line >> NSE_Url: to-url rejoin ["
http://www.nseindia.com/content/historical/EQUITIES/" [its line number 86 in mine]
Change the http to https
step 6: save the file. and run it.
Wola, it works now. Anyway, I've only tested it with Equity and Indices.