Windows Vista Downloading drivers in Vista

I've been helping my in-laws get squared away with their new computer, which is running Vista 32-bit. I can't seem to get their printer to work with it. It is a four-year old Lexmark Z705. I went to the Lexmark site and found what appears to be the correct drivers for it. I am having problems downloading it on their Vista machine. I know how to download drivers on my XP machine with no problems. I click on the driver, am asked where on my machine I want the download to go, then download it. On my in-laws' Vista machine, when I click on the download, it just seems to open up the same webpage again. I figure I must be doing something wrong, since I don't know anything about Vista. It's kind of frustrating because on their old 98 machine, I remembered enough from my old 98 days to work on their computer problems (with a lot of help from this site.) Now that they have jumped ahead of me on operating systems, I'm kind of clueless.
So, if anyone can offer me any suggestions on how to sucessfully download these drivers, I will greatly appreciate it.

 

Try right clicking on the link, then left clicking "Save Target As... "

 

I thought I did try that, but I'll try it again the next time I'm over at their house, just to make sure.