It is also important that you leave the check mark in the box labeled Always ask before opening this type of file . Unchecking it will leave you no choice whether you want to download files in the future. You will then see the Save As dialog from which you can choose where on your hard drive you would like to save the file. Desktop themes are usually combined into files called ZIP files. Most sites that you will download files from will be in .ZIP format.
ZIP files contain one or more files which are archived and compressed to save space.
This makes it easy to group files and make transporting and copying these files faster.