Unable to open files after downloading!
 

Everytime I wanna open a programm or movie that I've just downloaded, it won't work. Though there is no problem in playing downloaded mp3s and copying them to itunes, it's somehow not possible to open/start downloaded programm-files (any type of them!) and movie-files. I also can't drag them to my desktop or somewhere else. When I click on them or try to move them just nothing happens!
I run an OS X 10.3.9.

Without breaking the forum rules re: piracy; what I can say is, most programs will be stuffed in .sit format or dmg files. For sit files you should drag & drop onto stuffit expander. For dmg files, drag & drop onto disk copy (found in utilities folder) which will mount them. Make sure you have permission to install programs in your account. Otherwise you may need to ask whomever has admin priviledges to install them for you.