Um. This isn't the right place for this (you need to talk to teh admins, so it should be posted here: http://www.codeproject.com/Forums/1645/Site-Bugs-Suggestions.aspx
] as they read everything there, but could easily miss it here)
But...I think the problem is your end.
I just tried that download here by clicking on the link in Chrome and it immediately downloaded and I could open the file and extract all the source.
So (with reluctance) I booted up the vanilla copy of IE I keep for website testing, and tried that...and it worked immediately as well (except for asking me "save or open?")
So what am I doing that your aren't? Or not doing that you are?