Not a valid win32 application vista problem

I noticed this problem the first time when I tried to download the pokerstarsinstall.exe from the internet. In the internet downloads window, it goes through the process, but when it is done and I click on it to run it, it says "not a valid win32 application". I've tried to download it using both Mozilla firefox and internet explorer. Also, when I search for the file on my computer, it say that the file is 0 KB. I had a friend download the install .exe onto a memory stick and was able to put it on my computer that way though...Also, I am not able to save pictures to my computer from emails or websites, such as facebook (by right clicking and "save as"). The computer will look like it saved it, but when I go to open the picture, it says the file does not exist. I used to be able to do this. Any help would be awesome.
Thanks
Ty