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how can I RUN a download instead of SAVING a download to a file?

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I downloaded a file, then tried to run the file from the download window. It comes up with an error that "install SWP32.exe is not a valid Win32 application" The website suggested that I "RUN" it directly from the website. How do I go about doing that? The download automatically goes directly to the download file. Then I have to go to the start-run- then go to the downloads....

What can I do?

I downloaded a file, then tried to run the file from the download window. It comes up with an error that "install SWP32.exe is not a valid Win32 application" The website suggested that I "RUN" it directly from the website. How do I go about doing that? The download automatically goes directly to the download file. Then I have to go to the start-run- then go to the downloads.... What can I do?