Internet Explore problem.?

Hi everyone. I'm having big problems with my internet explore. It because it won't let me download any sorts of files. When i click on the file and save it, and when i locate it, i can't open the file. When i double click on it, it just shows the loading circle for two seconds and then fades out. It's also happening with my firefox. When i click on the firefox icon on my desktop, it also just shows the loading circle for two seconds and then disappears. Please, help me :(