Windows Internet Explorer closing.

Hello,

I have a problem with my Windows Internet Explorer closing when I try to down load a PDF file from a web site.

Is there anyone out there who knows the reason it does this and how I go about fixing this I'm not that good with computers so you will have to explain it in lamo terms?

Thanks to anyone for their help in advance you help is musch appreciated and I need to sort this out as soon as possible as this PDF is a life changing document and is very important.

Kind Regards,

Marc.