HP PAvilion a820n

Hello,

I have a desktop with Windows XP OS. I am unable to download anything from the internet. Recently, I have tried downloading Adobe Flashplayer and Kaspersky internet security.
When I click the download tab on the website, the download window comes up and instantly says the download was cancelled. If I double click on the item that was cancelled in my download window, it will start loading however, when it is complete, there is nothing in my download folder and the item has not saved anywhere on my computer.
Is there some setting that I can change? I'm not sure what to do.
Help please.
:) Jessica