Web pages can use the JavaScript language to automatically force the your web browser to open new windows. This capability has often been abused by advertising sites and many browsers disable the capability by default.
You must enable pop-ups for this site in order to do file downloads. The way in which this is done varies from browser to browser:

• Firefox
  Go to the Edit->Preferences menu and choose the Content icon at the top of the dialog. If Block pop-up windows is checked, add this site to the Exceptions list.
  Firefox also uses plugins to filter pop-ups. The most common plugin is NoScript. To enable a pop-up for a particular page, select the highlighted S icon at the bottom of the browser to instruct NoScript to allow the pop-up.
• Internet Explorer
  Go to Tools->Internet Options menu. Click on the Privacy tab. Uncheck the field Block pop-ups' (Turn on Pop-up Blocker in IE 7.x). This will unblock pop-ups from all sites. To only allow pop-ups from this site, check Block pop-ups and click on Settings. Enter the address of this site in the field Address of Web site to allow: and click Add. Close all windows.
• Safari
  Go to the menu bar and select Safari->Preferences and choose the Security tab. If Block pop-up windows is checked, uncheck it.
• Opera
  Apple OSX - Go to the menu bar and select Opera->Quick Preferences and make sure "Block all pop-ups" is not selected (click on it to toggle preference).
  Windows - Go to the menu bar and select Tools->Quick Preferences and make sure Block all pop-ups is not selected (click on it to toggle preference).
• Konqueror
  Go to the Settings->Configure Konqueror menu and choose Java and JavaScript. Select the JavaScript tab at the top of the dialog. In the center of the dialog is a Domain-Specificpolicy mechanism. Press the New... button and type the address of this site for the host or domain name. Select Accept for the policy. Set the Open new windows policy to Allow.
• Mozilla
  Go to the Edit->Preferences menu and choose Privacy and Security->Popup Windows. There, you can add the address for this site to the Allowed Sites.