Why can't I download anymore?

[mesmem]

I've been trying to download different files from several
different sites this morning and can't. The download box
pops up for a millisecond and then disappears. I've
searched the computer to see if it decided where to
download all by its self, but none of the files I
attempted to download are on the hard drive (or any other
drive for that matter). I've even tried to do a "save
as" instead of just clicking to download, but get the
same result.
Any ideas on how I can resolve this problem?