Saved Files..

When i download something it gets on my last nerves that when i go to my desk top it is just a white square. When i open it says that it could not open it. I don't know why this happens when i download stuff but this is a reason why i mainly avoid them. Any way i could get the download to show and open instead of giving me a message? If i need something is there any free software or links??

P.S. I tried using WinRar but it expired..

it would help if we knew what the file extension is of the file, that way we would know what program you need to open it.

More then likely the file is a zipped archive and I would suggest WinRar or 7zip to open them (Google search to find them)