Download files to your computer if they are large and will be slow opening over your Internet connection. This eliminates a long wait time. They will open much faster from your local machine.
To download: right click on the file link and select "save target as" from the pop up menu. Save it where you can find it again to open and also to delete it after you are through with it. I usually put it on my desktop so I won't forget to delete it.
Do not download files with an .exe extension unless you are downloading new software and really trust the source.
