If you are using Internet Explorer, the browser itself may be stopping you from downloading. Please try downloading again, and when the window comes up that says "Preparing your download", watch to see if it stops and asks if you want to continue with the download. If so there should be a box like this at the top of the "preparing your download" box:
Clicking on that box will allow you to continue to download the file to your desktop. This is generally caused when your security settings won't allow a download without your permission.
If you continue to have download problems when using Internet Explorer, you may want to try a different web browser. We suggest you try Firefox. Firefox is free software that does not have any spyware or malicious programming, and it almost always works with DriveThruRPG.com.