Could you please tell me why I can't download anything on my computer

You probably have a net nanny program, that or your security settings are too high

Could be the internet browser setting...
Just try to observe the setting, and maybe you will find the solution...
By the way, what browser do you use?

Rather than speculate we really need more info. What are you trying to download, from where? What happens when you try? What version of Windows?