Cant dowload files from internet

Everytime I need to download a file from my e-mail or even programms from the internet I always get the box that ask me to run, save or cancel, I press on Run it dowloads no problems and then another box appears that says it is searching and it just keeps on searching and never fully downloads my programms or files. i have Windows Xp and my browser is intenet explorer, if that is of importance.

 

Welcome to TSG....

Some system specs on the computer would be a good place to start and include the make, model and operating system service packs please?

 

Acer Aspire 5100-3123 and my service pack is Windows XP media center edition 2004! Those that cover it??

Thank u very much!!

 

i tried saving it and i still get to the same point.