You can download all different types of files from the Internet. But in order to do this effectively, it is probably a good idea to set up your computer so that you know exactly where the program, game or picture is going to be kept. Follow this step by step guide and you shouldnt experience any problems.
Go to the web page which contains a file you want to download. Links are generally underlined.
Try clicking on the file. This should bring up a box like the one below.
(If another program opens up automatically, don't worry. This just means
that your browser has asked a "helper application" to open the
file you want. Close the program and go back to the web page with your
file. Now, right click on the link and choose "Save Target As"
or "Save File as".)
You can see the name of the program that you are about to download here.
It is called WS_FTPLE.exe.
Click on "Save".
Now a dialog box comes up. This box is titled "Save As..."
The purpose of this dialog box is to tell your computer where to put
the new program you are about to download.
You may want to create a new folder for the files you download from the
internet. If so, click on the new folder icon shown below:
Type a name for the new folder and click Save. The following box should
appear, showing you that the file is being transferred to your computer: