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what I meant is that it downloading as a internet explorer download not a zip-lock folder

(+1)

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.

+1

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 no longer updated either.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.