If you have a PC and are downloading an application designed to run on a Macintosh, it will not work on your computer even though it can be stored on your hard drive. Some data files from Macintosh applications can still be read assuming you have the corresponding PC application. For example, a file created in Microsoft Word for the Macintosh will be readable by Microsoft Word for Windows. In order to save space, many hosts will compress their files. You can download the compressed version, but you need the proper utilities to decompress them and make them readable.
Most compression programs are free and relatively easy to install and use.
Viruses Responsible system administrators will virus-scan all files on their hard drives, but you have no guarantee that the host you just downloaded files from is virus free.