Some users have had trouble downloading files using Internet Explorer in certain settings.
In the bottom right corner of the IE window, do you see a message that says "Internet | Protected Mode On" ?
If you do see that, IE is downloading the files but Microsoft for some reason has decided that with the "Protected Mode" on you will not be able to see those files outside of IE.
You can disable the "protected mode" by double-clicking on that message and then unchecking the "protected mode" checkbox and then downloading the files again. We recommend that you turn the "protected mode" back on after you download the files.
Alternatively, you can also use the Firefox browser to download the files. If you are not using IE to download the files, but are seeing problems like this, please let us know.