well. First of all you need to specify two things:

Which browser are you using? and what kind of file are you downloading?. I can help but just giving the error message doesn't help is not complete.

1- this is like "Unknown file type" or "open with" in windows.
if you are opening a pdf file, use a pdf reader.
if you don't have one, install it.
2- what was your file extension again..? (these letters after the dot in filename)
3- could you please turn off the caps lock..?
4- when downloading a file, you better use "save" instead of "open", the system usually know what could open your files better than your browser..
5- I was born before the www, cheer up