Fusion34x: ok tried that, right click it and it says the operation could not be completed, access denied... so frustrating.. heh
It sounds like you don't have full administrative privileges, and that may be part of your problem.
I have to ask, but when you go to download these files, are you disabling MSSE right before you do that, or are you logging off or restarting your computer before downloading? You must disable MSSE right before a download, because it will just restart if you log off or restart your computer.