Can't download files

First of all, apologies if this has been posted in the wrong place, feel absolutely free to move it if this is the case.

My problem is that I can't seem to download any files. When I try to download files, such as a tactic or a training schedule (via something like rapidshare), it goes to a screen from Windows that says something along the lines of "Windows cannot identify the file you are trynig to download. Use another program or the Internet to find the appropriate program?". I'm not really sure what to do here; when I use the internet I just get a screen that says Windows cannot find the program, and the browse option is unhelpful.

Do I need an account with Rapidshare, am I installing it in the wrong place?

All help is appreciated,

Thanks in advance

Downloaded files like you describe do not need to be opened at all- just drag and drop them into the correct folder without trying to open them.

Ok, I will give that a try. Thank you!