When you first click on the folder, you are presented with the following box or something similar:

This is a common response to downloading a document from the Internet. Your browsing software wants to be sure that you know where this file came from and trust the person who sent it to you. This is a common security alert.

Using your mouse, click on "Save it to disk." Then click "ok."

The "Save As" box opens and looks something like this:

Make sure you are familiar with the directory structure of your computer. In other words, make a note of where you are going to save the file. In this example, my file, named "excerpt" is going to be saved on the "C" drive inside a folder called "My Documents." When you are comfortable with where you will be able to find your file, click "open."

You saved the file to your hard drive.

Now, depending on what type of file it is (in this example, the file is a Microsoft Word document) open the appropriate software (Word) and open the file.