Downloading problem

I have a Tungsten T5, and recently when i try to download anything from my PC (either freeware, trial or payed for, downloaded from various sites). When i open the file, usually zipped, the icon has now changed to one with a green arrow on it (it never used to), (PRC, palm application ??) and a box pops up and tells me it cant open as i don't have permission, in the past it used to go straight onto the 'quick install' to my palmone. Its driving me mad, so any help would be appreciated