I can't open some of my downloads in Firefox!

Hello,
A few weeks ago I replaced my Windows live messenger with an older version and noticed that the audio and video setup started to not work. So I thought I would uninstall it and try again (for some strange reason). I went to download it and I couldn't open some of the files in the downloads box. I looked for another source and downloaded that, repeatedly. Then it only became an option to save my files instead of run them (But it didn't really save them, they vanished after the download ended) I read something on here saying to look in the internet options however nothing helped :(
I also tried it in IE and pretty much the same thing happened.
From the time that I installed the older MSN, I had a computer technician fix my computer for an unrelated issue and he also scraped my old anti-virus and installed a new one. I wondered if that would of changed anything? I checked all what is was blocking, and on windows firewall but still...nada.
Btw, this is my first posting here and I wasn't sure which forum to post in, sorry!
Help would be much much appreciated