At the bottom will be spaces for you to type in the name you want to give the file. Do not try to change the file type, but you can change the file name and location where you want to save the image file. Usually, however, they are in what is called self-extracting files which means you simply have to click on them and they will uncompress themselves. Such files have an .exe extension. You can always move them later.
Some large files can take a long time to download.
Depending on your modem speed, file size and the amount of Net traffic, it might take from a few minutes to almost an hour, or even more, to download very big files. Many download sites give you the file size, sometimes an estimated download time, to give you some idea of how long the process will take. It's great for capturing all or part of Web pages. I do a lot of research on the Web, collecting bits and pieces of information from many sites. I used to print copies of all this stuff and keep it in a manila folder.