I'm trying to download the pleading wizard for Word 2000 but nothing happens!

I cannot download files, or save to disk, running win98se with IE6.x sp1. I
reinstalled my OS and loaded another Internet Explorer from my yahoo dsl
installation cd and was able to "download" a few programs (AVG free,
diskeeper lite) by clicking "open file" rather than "save to" computer...
I've, also, checked my security settings and disabled my firewall but nothing
seems to help? Any suggestions?

Thanks.