Grumble Grumble Grumble
I take it your using a variation of Microsoft Windows... If your talking about changing those pesky file extensions (e.g. from .doc to .zip) it's very easy to do from the 'Command Prompt' .. Start->Accessories->Command Prompt... (and Windows help should give you a list of all the 'Command Prompt' (read DOS) commands...
As for what your using to download files... WHAT ARE YOU USING?!?!
This kind of question really belongs in the 'Tech' Forum, so I'm moving it... (grumble grumble grumble)