Download error message

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I'm trying to download mp3's (Legally!) from garageband.com and when I click
their download button an explorer window opens, says it's downloading and
gives me the Quicktime bar and I can play the song. It's not downloading as
a file on my hd however. They instructed me to right click the download
button and "save target as" instead. When I do that the file download
dialog box opens and it looks like it's downloading but there is an error
window that opens above it that states: "Internet Explorer cannot download
'blah-blah-blah'... from openPopup play...http...
Interface not supported

Any suggestions?
.

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