Running Windows xp (2006) with Internet Explorer 8 ... but always had this problem with Tucows or Download (even with earlier operating systems). Always have to follow their link to a geographic location to start the download. So am I missing some component from my downloading software that they never start automatically? Thanks.

I have not used them for years but believe they are now an index and files were on servers located in various locations worldwide so expect they are set up to require the selection. As I recall there were several provides in Thailand years ago that stored most of the files.