+1 on Jess's right click suggestion. Also keep in mind that it will take some amount of time to finish downloading and you won't be able to open it until it does. If your system shows the icon immediately after you select "save as," and you try to open it before the download finishes, you will also get a "damaged file" type of message. Give it a few minutes before you try to open it. Finally, don't close your browser window before it finishes.
Yes I did it just as you said and nothing!
