Why can't I open my hotmail attachments? When I hit "download file" it takes me back to prev. screen.

So I've opened these attachments before on another computer so I know they should work. And they are from my Professor, Word doents, so they are safe, and the word prog. is definitely up to date. I'm using a friends computer, am wondering if they have a setting that disallows user to download files? Please help, I'm so very useless with technology :)