Unable to download!

Help! I have windows Vista and am using internet explorer, but everytime i try to download mozilla the box to download appears, i click run and it downloads but then nothing happens after that, sometimes internet explorer shuts down, and when i try to download adobe i click download and nothing happens, i don't know how to get my computer to let me download things. Youtube also will not load videos, or it will have the little rotating loading symbol but make no progress, streaming videos have also stopped working,this is so frustrating. someone help!