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ok so id like to try playing this game but unfortunately every time I download it shows up in my downloads tab as the internet explorers symbol and when I click on it it opens a tab for internet explorer saying downloads and makes another copy of it giving me the choice to save or open and if I already clicked save it gives me the chance to pick open with but I don't know what to open it with im on an HP laptop any advice?

Thats rather messy. I would recommend using something more browser-like, Chrome or Firefox. Seems like your IE is messing up download process, for some reason.  Also, it is pretty much an archieve, so you need 7zip or Winrar to unpack donwloaded file.