Need help with downloading files

Let's say I find a video game file or a screensaver file I want to download off the internet. I click on the "download" button and a little box pops up asking me whether I want to save it to my computer or just open it. I click on the save button. After I save it, it finishes loading. When I click to open that file, however, it tells me that the file is not a valid font file... My stupid computer assumes that every file is susposed to be a font file. If I remember correctly, another box should've poped up asking me what kind of file I wanted to save it as. That box hasn't popped up ever since I downloaded a font off the internet. Should I get rid of the font I downloaded or do I have to do something else?

 

You could set Windows Explorer to show file extensions for known file types, found under Tools\Folder Options, click on View tab, uncheck Hide File Extensions for Known File Types, click Apply then Ok. Go to the file and rename from Filename.FNT to Filename.EXE, and OK that you want to change the File Type.
By the way, if this is one of those free screensavers, check the EULA, the thing that you click on I accept. If it mentions any other kind of software being installed, or if it wants to connect to the internet while installing. I would not recommend installing it.
Beware of ad/spyare, they can be hard to get rid of.

 

Jenova--I agree with what markp62 said, but one thing puzzles me. Why does Windows (or IE) think that everything you want to download is a font file?
The usual solution for just getting back that Download window (that asks to where you want to download and as what file type) is Folder Options|File Types|scroll to whatever type of file is involved|highlight|Edit|check the box "Confirm open after download "|Apply|OK. Note this has to be done individually for each file type. Certainly do that for Font. But this usually does not have anything to do with an automatic change to a file type different from what the download actually is. However, try checking that box for Font files and see if that solves the problem. At least you should now see what file type Download is downloading and to where.
If this is occurring only with .exe files, you could also try
1) Clean your cache. IE Tools|Internet Options|General tab|Delete Files
2) Fixing a plugin in Internet Explorer which may be at fault.
Try this registry fix;
click Start|Run|type regedit
click the +'s down to:

HKLM\SOFTWARE\Microsoft\InternetExplorer\Plugins\Extension

expand Extension,
if .exe found, highlight it. (At this point it would be smart to backup this key, so you can restore if you do not like the results. Click Registry|Export which will create a .reg file.)
Now continuing in the right-pane, right click on the .exe, click Delete. OK