Since different browsers behave slightly differently when choosing to download, here's a quick guide to saving the files to your computer:
Internet Explorer PC
Click: offers option to save. Choose location and
save to your PC.
Right-click: select 'Save Target As...' Choose location and
save to your PC.
Firefox PC
Click: offers options 'Open with...' and 'Save to
disk'. Select 'Save to
disk'.
Choose location and save to your PC.
Right-click: select 'Save Link As...' Choose location and save to
your PC.
Opera PC
Click: offers options 'Open' and 'Save'. Select 'Save'.
Choose location and save to your PC.
Right-click: select 'Save Target As...' Choose location and save to
your PC.
Netscape PC
Click: Don't! If you do, your PC will start
to download gobbledegook code.
Right-click: select 'Save Link Target As...' Choose location and save
to your PC.
Safari Mac
Click: Don't! If you do, your Mac will start
to download gobbledegook code.
Ctrl-click: select 'Download Linked File...' Download will be made
automatically to your desktop.
Firefox Mac
Click: offers options 'Open with...' and 'Save to
disk'. Select 'Save to disk'. Choose location and save to your Mac.
Ctrl-click: select 'Save Link As...' Choose location and save to
your Mac.