Getting file type .lnk when I download to my desktop or send a shortcut to my desktop

I'm running Windows 98 SE, IE 6.0 sp 1, and aol 9.0 isp on an 1998 IBM Aptiva 2139e6U. For the past several months, when I send a shortcut to my desktop or download a file to my desktop, I get a "Download File" box with an .lnk as the file type. The file cannot be saved or opened, and I end up having to delete it. Please tell me the source of the problem and how to resolve it.

 

.lnk is a file association for explorer. try right-clicking and open with explorer. i personally hate a cluttered desktop, *nervous twitching* and would never download to it. as far as i know, any file downloaded there might be a .lnk or "link", the next time you download a file try right-click - save target as... this will give you options as to what and where it is saved. are you right clicking and then trying to copy shortcut? that doesn't download properly and "open" or "save target as..." are the proper tools here.