You will need to give us more information to help. Not only may the version be relevant, but also exactly where you got the binary, how you set it up, and how you invoked it. Please also let us know your operating system and where in your system you placed lynx.
Directory structure can be tricky in Windows.
Email address and novice user shouldn't have anything to do with saving files. Messages on your screen about frames are frequently incorrect. If the site uses javascript, lynx may not be able to be used.