How Do I help with download

help with download

Hi guys.

I just got a wireless internet connection, so I wanted to try it out and downloaded a lot of stuff for the Sims2.
I found some furniture and stuff and it worked really well. Then later on, I wanted to add clothes and skins and went to the same site as before. I saved the downloads the same place and did everything as I should. But now the new downloads arent there! The icon looks like a normal folder just with a zipper through it.
When I doubleclick on it, a new icon appears; the file itself. It looks like the official Sims2 icon. I doubleclick on it and it says I have to doubleclick on it to install it. I just did! Didnt I? PLease help me, I know it sounds messy and confusing but please help!