I have trouble downloading... when I try to download it will do it's normal procedure the save ONLY a shortcut which leads to cannot find application then item not found then the shortcut gets deleted! It's really frustrating

Something new?

Using IE or Firefox?

Any changes that either happened or that you perhaps made to your computer around the time that the problem started; particularly any Software or Hardware that you installed or setup.

As far asi know nmothhing is new I'm using IE

So it downloaded day before
Nothing was changed or added since last time downloaded anything
Now file disappears?

Also look on bottom of this page under Similar Threads, see if any help can be found in the 2 threads listed there for downloading issue