My computer won't allow me to download files.

Hello,
I am having trouble to download files. The download box pops up but then a message box shows up saying that the file can't be found or the page is unavailable, well now I've been trying to download other file things (You know) and the same thing pops up. I've tryed to download Flash, Skype, ect. SAME THING KEEPS POPING UP! I'm confused. Any help would be apreciated, thanks!