Cant open downloads from the internet

[stonebuster1]

When I go to download something, it opens with internet explorer and I can't open the file..it never used to open with explorer before but for some reason it does now.
https://gyazo.com/205bbc46b99e23be2f90024d21945a45

I click open and save on the files etc but it doesn't do anything, and instead asks me to open or save again.
https://gyazo.com/ed54e868055c633789b72b92da05e72e

Then when I go to find the downloaded files, it just has an internet explorer icon and when opened it repeats the process asking if i want to download.
https://gyazo.com/1482afc273cc78d17310e666b74f7e91

Any help is appericiated please and thanks

 

[USAFRet]

And what, specifically, are you trying to download?

 

[stonebuster1]

And what, specifically, are you trying to download?

I've attached links. And its a game that runs with Java

 

[little_me]

you need to run it with java, not IE.
try java.exe -jar dawntained.jar

and yes, you might need to download and install java too and might need to use full paths, fix where appropriate.
"c:\program files\java\jre1.8\bin\java.exe" -jar "c:\users\<username>\downloads\dawntained.jar"

 

[stonebuster1]

you need to run it with java, not IE.
try java.exe -jar dawntained.jar

and yes, you might need to download and install java too and might need to use full paths, fix where appropriate.
"c:\program files\java\jre1.8\bin\java.exe" -jar "c:\users\<username>\downloads\dawntained.jar"

I fixed it. Turns out i just needed to re install java and right click -> open with Java, thanks!