Your post is sadly lacking in details <s>. For the best answer it would be helpful to know:
What type of file is being downloaded? Do you have the option to save the file?
What browser (version of Internet Explorer, for example) are you using?
What operating system (version of Windows) is in use?
After a recent change in the Microsoft KB I find it less useful than before, and I have the distinct impression that there are missing articles and new articles have been slow to be added. This (somewhat) older article may provide a clue that will be of assistance.
When I download a file off the internet I am unable to
open it so that I can read what has been downloaded
Download Assistant ..............Download File Manager
Download Assistant tracks and organizes the following download file
File Names/File Descriptions /File Sources /Notes/Date file downloaded
Date file opened, When and if the file has been scanned for viruses.
NO CREDIT CARD NEEDED