Why not just find it with Windows Explorer and then run the installer that way? Considering the risk of infecting your system with malware, there's usually security restrictions on running programs directly from the browser like that. There's probably a dialog box open behind some other window asking you if you really want to open that file, and it's holding the execution until you say yes.
After I am able to readily download 3.1.8 Mozilla Thunderbird from its web site, when I click on "Open" in the pop-down menu for it in my (Firefox) Downloads window, NOTHING happens. The Installation Wizard window for Thunderbird does not come up on my screen. I am thoroughly puzzled with this problem.
Thank you for the help.