I don't know what installer the file requires (depends on the extension), but you can make a copy and try double-clicking. The chances are that the file size as shown is incomplete. Use the Finder's Get Info command to compare the file size in BYTES to the T-number added to the beginning of the incomplete file (the T-number is the what the final file size in BYTES should be, and I think it is also added to the beginning of an incomplete file in OS 9).

Even if the file size is correct, you can't be sure you have the correct bytes. That's why the hash verification is also needed.

If your machine is still freezing with no error message, maybe clean out the incomplete folder, use your extensions manager control panel to turn off as many non-essential extensions as possible, and try to concentrate on fewer downloads at a time.