what I meant is that it downloading as a internet explorer download not a zip-lock folder
Okay, if you're using Internet Explorer, that would be the problem. I suggest downloading Chrome and going from there. Internet Explorer is, itself, a huge problem. Too many back-doors and a great many issues.
Internet 101: Never use Internet Explorer for anything but downloading another browser.
Many things are no longer compatible with IE. Even Microsoft has moved onto a new browser, Edge which is now... no longer updated either. Stick with Chromium, Firefox or Vivaldi.