Man, I'm just full of problems today!

Well, here goes again. Everytime I go to a site that requires flash, I'm redirected to the macromedia site to download flash, but the only thing I ever see to download is the little 472kb file, which only gives me an error after downloading (can't quite remember what it says, don't have it in front of me, but something along the lines of " this is not a file that can be " , ah, what the heck, I can't remember, best not to make stuff up

Anyway, does anyone have any clue what I'm talking about, or how to do this? Thanks. I'm not having a brain fart, I AM a brain fart...
PS - sorry, this doesn't belong in this section.