You should see THESE steps to download when you go to the download link from the main page....
Click on the pictures for a larger image
Step One
You should see the following after clicking on the downloads link
Step Two
After clicking on the link for a mod, you should be taken to the description page for THAT mod. Scroll down and you will see the download button at the bottom (see image again!)
Step Three
Click on the download link in the previous picture will take you to the actual download screen....where you are to wait for around 5 seconds for the box to appear to accept download. If one doesn't appear, you can click on the link FROM that page to download....
Step 4
You should see the box appear as shown in the image, You can now accept the download by either saving it to a location on your HDD, or by opening it from location...or you can cancel the download!
Which step do you deviate from the above in, and could you screenie it to show us? it will help us to work out, as right now (as you can see from the shots) I cannot see what YOU see, and therefore don't know what the problem might be