To change the language in Windows Xp refer to the link mentioned below:
For the download issue, please let us know the browser you are using.
Meanwhile, try the steps mentioned below:
=>Go to the Start menu > Control Panel
=>Select Internet Options. This should open the Internet Properties window.
=>Select the Security tab
=>Select Internet zone (globe icon)
=>Click the Custom level button. This will open the Security Settings window.
=>Scroll down to Downloads > File download
=>Scroll down the list further to Miscellaneous > Launching applications and unsafe files
Thanks & Regards