Grrrrrr I dont know why this isnt working!!! it says to download file, right click and choose "save target as", but when I click it, nothing happens, no error message, infact no messages at all, it's as if the option wasnt there! Please help me

Do you have service pack 2 installed? If so you will have to allow the file to download. Please see attachments

Thats the problem though, that bar doesnt even appear, it does when I just click something to download, but when I do "save Target As" it just acts like I havent clicked anything.

is this any & all files? or like say video files?

do you have any content settings set in tools > internet options > content?

try clearing/ delete all your temp internet files.

I dont know what I should change in the content part
I have tried everything but nothing is working

it's all downloadable files, I just dont know whats going on, I have installed all available updates for my PC and even tried formating, nothing fixes the problem

i cant find any similarity to your problem other than the suggestion to clear your internet temp files.

but you say you formated? completely reinstalled xp? was there ever a time when things worked ok on this system?

maybe try this:

sfc /scannow