Help with downloads.

[dizzmcd]

I got the Homebrew Channel downloaded, and started to download Gecko, but the Code Manager wouldn't work. My computer downloads MOST files as .exe, and they never launch. I can't figure out what happened to cause this. It asks me to run, and when i do, it just downloads it again... :( I have to have a code manager to do any hacks, right? so how do i fix this problem?