How to download from net?

Is there any particular technique to download from net? I found it very diffcult and tricky to download softwares, programs from the net. When I click an item to download from the net. On the next screen that I tem is not there or a list of another items appear or I end up downloading something elese what I really wanted to download.

with downloads they wont automatically start to install the program. what you do is if you have firefox on the very top click on "tools", from there click on "downloads". then double click on the download that you want to install.

i cant find a specific way in internet explorer.
you can always go through your c drive though.