file downloads disappear

Hi please can some one help me

I have had a new lap top for a couple of month now and all of a sudde
when i download a file, the window pops up asking where i want to sav
the file. then the downloads goes and once it reaches the en
(finished) the window disappears and the file hasnt been downloaded.

this happens irrespective of where i save it or whether i press save o
run. please can someone smarter than me help


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Geemansa