My computer is being wonky. Ok, so I'm not really good a computers... but, I cannot download anything at all! I try to download, and it gives me the option of "save" or "run" (usually) and I usually click run. It downloads, really fast, but then the box goes away and nothing happens. I use Windows Vista... and Firefox. I don't know how to fix it, and if anyone could tell me, It would be greatly appreciated! ^.^

Try saving the program instead. Save it to your desktop, so that it is easier to find, and then run it by double clicking on it afterwords.
After that, you can delete the icon on the desktop by clicking on it with the right mouse button, and selecting "delete." This will move it to the recycle bin.