Not really - because we have no idea what your problem is (if english isn't your first language you may be better off posting in your first language - there's a fair chance that there's someone here who will understand and be able to help).

Otherwise: exactly what have you downloaded? What is the extension on the file? e.g. is it: MP3, ZIP, EXE, OGG, AVI, MPG or something else?

What computer and operating system are you using?

Mark