Can't download program

I know very little about computers, so please try to help me in plain English if possible.
I've been trying to download Microsoft Security Essentials from the Microsoft website and Major Geeks. When I click on download, absolutely nothing happens.
I've already removed my old Anti-Virus program, so I'm unprotected.
Please help!

 

Thanks for your reply Halo. I'm using XP, and I get no error message. Nothing happens at all. I clicked on the message that says click here if it doesn't start, but still get nothing. How do I get to the part where it says download file?

 

Halo,

That link takes me to a blank page. I got to system tools as you advised, but what should I do when I get there?

 

The link works but it's very slow, maybe timing out on you - keep trying

 

The new link also takes me to a blank page. Nothing is loading at all. There's nothing on the add-ons page either.

 

Hmm, Control Panel > Internet Options > Security > Custom Level, scroll down and check that file downloads are enabled.

 

This is really frustrating. I got to the control panel and security section, but internet options won't open.

 

You must think I'm an idiot, but I can't find tools.

 

No we don't ^^, to access the Tools you may need to press the Alt key from within IE to show the toolbar or access it from the Control Panel > Internet Options.

 

The problem is, internet options will not open when I click on it from the control panel.

Let me make sure I understand internet explorer. When I click on it, it opens my internet connection (AOL). I see no "tools" to click on, and pressing Alt just highlights "files" at the top left of the screen.

 

Are you on dial-up? I have used Netscape Connect (from AOL) and they do indeed make it difficult to find anything.
No tools on their home page either, even though it uses IE.

 

If like Netscape Connect, at the top click on Access. On the next box, click on Preferences.
Next box, click on Internet Properties. Next box, go to Security, then click on Custom Level and scroll down to see if downloads are permitted.
(Said it wasn't easy.)

 

Yes, I am on dial-up.

 

I'm afraid I have no idea what Netscape connect is or how to get there. I do have AOL by the way.

 

Netscape Connect used to be WalMart Connect until AOL took it over.