Downloaded File Not Recognized By Internet Explorer


When I try to download a file from the internet a message appears: "Internet Explorer doesn't know how to handle the type of file you have selected. You can choose to save this file to your disk or you can configure a helper Application file" then below that message the options are to cancel, save file as..., plugin and application. I tried each one and I can't figure out how to fix this problem. It is so strange that this message is popping up when in the past I would download any file and it would appear on the desktop ready to be installed after done downloading. Can you please help me get my computer back to normal.

Thank you.
It's actually every file that I try to download. And I have tried to "save file as" many times but the Start Up disk pops up and then does nothing and freezes I guess and I always have to do the Force Quit Application to get out of it. I never had this window pop up ever in the past and now it is the first window that pops up when I have to download somthing. I don't know what to do.
What version of Mac OS X are you using? Is there any reason you're using Internet Explorer (which has been discontinued for Mac OS X) instead of a better browser, like Camino or Safari?

Try option-clicking the download link and see if the file downloads to the desktop (or your download location defined in the preferences).
Hi thanks for the help so far. Well, I have a MacOSX.2.8... and I tried option-clicking the link and in the downloading box it said error.