You must enable pop-ups for this site in order to do file downloads. The way in which this is done varies from browser to browser:
Go to the Edit->Preferences menu and choose the Content icon at the top of the dialog. If Block pop-up windows is checked, add this site to the Exceptions list.
Firefox also uses plugins to filter pop-ups. The most common plugin is NoScript. To enable a pop-up for a particular page, select the highlighted S icon at the bottom of the browser to instruct NoScript to allow the pop-up.
- Internet Explorer
Go to Tools->Internet Options menu. Click on the Privacy tab. Uncheck the field Block pop-ups' (Turn on Pop-up Blocker in IE 7.x). This will unblock pop-ups from all sites. To only allow pop-ups from this site, check Block pop-ups and click on Settings. Enter the address of this site in the field Address of Web site to allow: and click Add. Close all windows.
Go to the menu bar and select Safari->Preferences and choose the Security tab. If Block pop-up windows is checked, uncheck it.
Apple OSX - Go to the menu bar and select Opera->Quick Preferences and make sure "Block all pop-ups" is not selected (click on it to toggle preference).
Windows - Go to the menu bar and select Tools->Quick Preferences and make sure Block all pop-ups is not selected (click on it to toggle preference).
Go to the Edit->Preferences menu and choose Privacy and Security->Popup Windows. There, you can add the address for this site to the Allowed Sites.