If you click the Download Homemade Typing-Shareware link and get a message box like this.

Or the download just doesn't start you may have to change your security settings at least until you have your download. You can always put them back to high if you have other people on your computer and want to stop them from just downloading everything.

If you are using Internet Explorer, click on Tools

Click on Internet Options

Click on the Security Tab, click once on Internet if it isn't already highlighted. Read the information that appears telling you about your setting.

Drag security level down to Medium, read the information it gives you. It should say that it will prompt you before downloading potentially unsafe content. Any file you download is potentially unsafe and you should only download and open files from sites you trust. Click the Apply button, then click the OK button. You should be able to download files now.