Can't get WPMu Dev dashboard to download!

I can't download the dashboard plugin. I downloaded the file to my computer, and when I want to download it through my WP blog dashboard, every time I choose browse and then the file to have it download, it opens up instead of download! It opens to show all kinds of individual files. I've tried to download just one of them, the dashboard one, but this is the error I'm getting:

The package could not be installed. PCLZIP_ERR_BAD_FORMAT (-10) : Unable to find End of Central Dir Record signature

I've never had this problem before. I've tried two different computers.