Supply a name of the site and file so others can see what's up.
Are you saying it's OK in other browsers?
I can download programs, files etc with Firefox and can find those files in downloads, but can not open them.
I burned a CD out of the downloads, but have the same results when I try to install it.
Kind of ran out of things to try.
I had to do a system recovery just to get the computer working again so maybe that is part of the problem.
It is a Dell XPS435T computer with Vista on it.
Don't know if it would be worth it to put a SSD and windows 10 in it as the computer is about 7 years old.

Chowhound
Comic Vine
GameFAQs
GameSpot
Giant Bomb
TechRepublic