In order to save (download) a file onto your computer, please follow the tutorial below.
Click on any Rav on the main screen.
Find the file that you are looking for: Left click it: You will see the dialog box pop up for this.
When the next screen opens, find the Download Shiur link (disk icon) and: right click on it.
Then right click Save Link Target As or Save Target As (depends on your browser)
After clicking save you will see the dialog box like below. In this case we made a folder in the C:\ drive called shiurim. The file name will automatically use the default from our servers. If you wish you can change it to whatever you would like. Once the save process completes the file is now on your computer.