I tried to download Google earth, games and a local weather link and I click run and run and nothing then I try to search for what I just downloaded and nothing.

What browser are you using?

When you click to download, does it give you a download box?
Does it ask for a location>

I have windows vista. Here is an example I tried to download Google maps and when the boxes come up you have to click on run on each of them they come up and I click on them and nothing happens

Google maps?

Try this:

WinZip - Free software downloads and reviews - CNET Download.com

Download it - in the popup box - UNCHECK the close the dialog when complete.
You should be able to then click open file location to see where it is

Here is another method, default save everything to download, don't run just save, then open from the download folder. In vista when you have the Microsoft protection running it sometimes is so preventitive with downloads that it interrupts them and causes a terminal failure. By saving first and then closing then opening from your open folder, windows assumes it is marginally more safe, you will still have to run through the whole open process but you can usually get it to work, assuming that you have a way to unzip files, which the unzip note handily provided

It never gives me the option to open folder when I save it then when I search for it there is nothing