Where can I find downloads on ASUS netbook?

OK, so I have an ASUS netbook (Eee PC series- it's purple ad 8. something " if that helps) and I've downloaded things before, and this window pops up in the upper left corner of my screen letting me know what I'm currently downloading and what has already been downloaded. The problem is when it finishes downloading, it says on the right: Open and underneath open, Remove. I always click open and nothing happens. Please help because I need to download new software so I can use important websites, but I can't because I don't understand what to do. Sorry this description is SO long, but i do need help! :( PLEASE!! Thank you. :)