well what kind of file did you download? most likely it's a .rar file, so go to download.com, search for winrar, download it, install it, and then use it to unzip your file.
If it ends in .rar or .zip, you need the above programs. Depends on what file you are downloading. For coolsats, files should be .stb or .ird are 2 file types when they are unzipped.