Can't open or view any downloaded in vista

Hello,
I first download a file after the download is complete, When I searched for the file on where it was saved, I can't find the file and If I try to double-click the file on the downloads window it can't be click, I also tried to right-click the file but the "Open" or "Open Containg Folder" was not availabe. What should I do the fix this problem? Thanks everyone!!!
OS=Windows Vista