I have just bought te dowload for sims 3 and i cant get the free download manager to save onto my computer.?

They sent me an email with the link t create the download manaer and whenever i try to save it says access denied and error 5 has occured. Does anybody know how to fix this?? Ive tryed to save the file evrywhere i can think of. Ive ven got my sd card and tryed to save it on that but it just sys the same thing. Does anybody know how to fix this? please.