|You tap F8 key while booting and it will give you a menu. From this you select Safe Mode. The screen will look a bit odd but it will be normal next time you boot to Windows. By doing things in Safe Mode it is a minimal load which is why this sometimes helps. If it then works you will need to find out what program or driver is affecting it.|
Going back to the original question, have you tried making an empty folder then saving the dowload to that (rather than opening it from your browser)? You can then try double clicking the file to open it. Frankly I prefer to do that anyway because you have more control and can usually virus check the file before you open it. What sort of file type is it?
There is a possibility it is a virus, so you could also run your AV scans.
Please come back and let us know how you got on.