Thanks so much Mystry, but I ended up going to the
Geeks to go website
They were absolutely awesome. Had me using in in about 15-20 minutes. They're great. I'll bet you were giving me the same thing that they did. I still don't know why I can't do downloads from microsoft. I'm hoping it was just something to do with my IE6 (but I doubt it) and it's repaired with the IE7 beta3. I have it now, though and am going to go and play with it.
I would recommed that site to anyone having problems. They answered immediately and were great in the forums there.
Love,
KD