Over in the CNET Spyware Forum a few (too many) reported this message after some malware infected the machine. If all downloads do that, try asking in the CNET Spyware Forum.
I am running Windows XP. When I click "download now" for any program I want I get a message "Select an application to open this file" and gives me the option of Wndows Media Player or browse. What app is required for the download?

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