Are you getting connected to the Internet or not? Are you getting an error message? Are you using wireless? Have you tried plugging into your router? What is the indication you get when you try to download? If you're getting a message, please post the exact text of it here.
There're two good alternatives to IE, Firefox and Chrome. You can download Firefox from http://www.mozilla.org and Chrome from http://www.google.com/chrome .
Help! I can't download anything any more!! Using Vista with IE9. Is there a repair till I can afford new computer?