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Luke is right, the error is coming from how you are saving the file. It should all be automatic, just click on the filename of the indicator and it will save. But maybe you have a really old browser, or there is some other software getting in the way. So you can try like Luke says and right-click and hit save as on the link, but this can actually cause more problems because you may be clicking the wrong link.
I would 1) upgrade to the newest version of the browser you are using (hopefully not Internet Explorer), and then 2) if you still have problems take a screen shot and show us where you are clicking.
Interesting, what version of IE are you using? I just tested it in IE8 and it works as expected, left clicking the down arrow icon will download the zip indicator.
You are correct, Mike. I did not notice the download button in my haste.
I was clicking on the text hyperlink to the left, which just opens a new html page for that indicator.
The confusion stems from the pop-up that says 'left-click to open/right-click to save' when you hover the mouse over the hyperlink.
Clicking on the download button or the chart both work with IE7. Once you know what to do, the solution is obvious. Big down arrow - duh!
Big down arrow - duh!