Thank you for your message. I am sorry you are having this problem. Are you downloading by pressing the "Download all" button in the top right of the window or the "Download" button in the top right of the image:
Those will typically result in downloads to your "Download" directory.
Are you getting an error message? If so, please include a screen shot? Is it possible your disk drive is full?
One other thing to try is temporarily use another browser as a test and see if it works in that browser. Please let us know.