Press save. That means the Download is complete and your telling it whether you want to open it and have it kept in a temp folder which is hard to dig thru to find, or save it to some place like your desktop.
I push click to dl and it says I have chose to open. So I click save to disk, but when I open it still takes me to the action cancled screen. It is a RAR file, just thought I would put that in there Merged Post: anyone? I really need help with this