downloading-please help!!!

I have xp home, with cable connection. Everything works fine except downloads. When I try to download, even with zonealarm update, it acts as though it will, but the save or run box never comes up and the bottom of the window says done. My security settings are set to default, it's not the firewall or anti-virus ( I tried it w/ them disabled). It does the same with other websites as well such as c/net or zdnet. HELP ME PLEASE

This article may hel
http://support.microsoft.com/defaul...b;EN-US;q306837