Occasionally when I attempt to install a download, Windows informs me that it doesn't recognize this file type and what do you want to do. At least I think that is what the dialog box reads. I believe the two options are that it can search the internet or what program created it, Firefox being the only thing close but that is just what I downloaded it with. So what do you do when this happens? Thank You!

That would usually happen when you download a compressed file or some other application specific file,
when that application (eg WinRar, Microsft Access, Paint Shop Pro, etc) is not installed the computer doesn't have a clue what to do with the file type.

Try the option to search the Internet for an application to open the file with,
or type the file extension into google.