That's a strange question.

Downloading a install program (an exe or a zip or a msi, or whatever) is just moving it program it from the website to your PC. That's done with a browser, and the OS shouldn't make any difference.

So can you tell:
1. What browser you are using.
2. The exact download page on download.cnet.com
3. What exactly happens if you download it and choose for 'save on my hard drive'.

Kees