Download window problem

[lunamoon]

OS: W98SE and IE5.055

Hello,

When clicking on a link in order to download a file from Internet, I have the "download Windows" nag screen with 2 options:
1.open file from its current location.
This option is highlight and I can not click to enable this option. How to do it ???

I have only one way: click on "save file..."

Thanks for your help

[Metaphor]

Some servers simply don't allow you to do that to a file. Sort of dumb if you ask me, since you download the file to your internet cache anyway, and then run if from your HDD, just as if you saved it on your own and then doubleclicked it.