Problem on saving documents from IE8

Hi to everyone

can you please help me to solve this problem. My problem is when I tried to

save a file(pdf, doc, excel, ppt etc.) using the "Save Target as" on the IE8

by right click on the file link it give me the url not the file itself. I

tried this on other pc the same problem it saving the url of the file. I

tried uninstalling and reinstalling IE8 but still the same problem.

Pleas help.

Thank you.

Gerald