For the downloading:
- You can't download anything. Does that anything include pictures, pdf-files, Word documents, other exe- or msi-files? Or is just the Avast-setup program?
- What is a 'security download'?
- What exactly do you download from what url? Please note you can't download a folder. You can only download files.
- Folders don't load. So that's OK.
So far, nothing is wrong with your PC. Only with your expectations or with what you do.

For the deleting:
- You should never delete programs. Only uninstall them.
- You should only delete your OWN files (file you made yourself) unless you know very well what you're doing.
- To make more space on your hard disk download, install and use ccleaner from http://www.piriform.com/ccleaner/download (it's free)

Kees