Sometimes it’s a little tricky to figure out how to download a file from a link on a web page, when you’re in your favorite Web browser.  Here’s how to tell your browser to do that (each browser is a little different!):

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Google Chrome Right-click your mouse over the link, and, in the resulting pop-up menu, select the “Save link as…” menu item. In the resulting dialog, navigate to where you wish to place the file, and click on “Save” button.
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Mozilla Firefox Right-click your mouse over the link, and, in the resulting pop-up menu, select the “Save link as…” menu item. In the resulting dialog, navigate to where you wish to place the file, and click on “Save” button.
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Internet Explorer Right-click your mouse over the link, and, in the resulting pop-up menu, select the “Save target as…” menu item. In the resulting dialog, navigate to where you wish to place the file, and click on “Save” button.
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Apple Safari Right-click your mouse over the link, and, in the resulting pop-up menu, select the “Download Linked File As…” menu item. In the resulting dialog, navigate to where you wish to place the file, and click on “Save” button.
(Note: The above is on Microsoft Windows; it may be slightly different on a Mac.)
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Opera Right-click your mouse over the link, and, in the resulting pop-up menu, select the “Save Linked Content As…” menu item. In the resulting dialog, navigate to where you wish to place the file, and click on “Save” button.