Every download i open is with internet explorer

Okay, I found this game, so i bought it. It needed to be downloaded and this problem is with every other .exe or .rar file i open up.

So, I click download.

Then it pops up saying "Open" Or "Save", So i click "Open".

After that it pops up with internet explorer in the blink of an eye it disappears.

I constantly click open and it just comes up and disappears.

I went into my file explorer and tried to extract it but it doesn't give that option.

It pretty much looks like this:

I've tried everything.. I ran a command prompt with sfc /scannow, i've cleaned my computer with CCleaner, and the last thing i have

yet to do is reset internet explorer. Please help me.

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