Warrock Help!!!!!!!!!!!!!!!!!

Every time i try to download some of the amazing hacks all you guys have it shows a little internet explorer sign for the file instead of a little folder and when i open it, it brings up an internet explorer page then closes. HOW can i get it to be a file sign?

HERE'S A PICTURE

Do you have winrar or what ever its called.

That is a [no questions] Sektion

download
right click on the file
open with-> winrar
unpack