I clicked 'Download' and nothing happened.

Sometimes browsers have trouble starting the download process. If you've encountered an error, you don't need to worry. Follow the steps outlined below, and you'll get going in no time.

Double check to make sure that the file is not already in your downloads queue.
Note: If you are not using Safari then your downloads may appear in a different location.
Right click on the download link and select either Download Linked File or Download Linked File As.