It might be an issue with your computer settings, it sounds like. The game files are .rar, so make sure your computer can unzip .rar files, or make sure the program you're using is capable of doing it. If not, I suggest using WinRar to unzip it!
Thanks for the help! I tried downloading other games, and it's happening with all of them, so I think it must be something with my own computer. I'm sure I'll figure out something!