Try downloading from another browser like oogle Chrome, Firefox, etc. Sometimes the file may be corrupted from one. (Happened to me)
A little while ago I tried again, and I asked it to open the file with the media player on my laptop, and to no avail.
Hmm, if you still have the download, try right clicking with your mouse and selecting what program you want it to open with.
What was your PC doing when you tried to download files? Was it straight out saying it was blocked or would it just not work?