"If your computer stores them as HTML files, they will not work."
Guess what. 
Any help? Anything at all? I really want to play some offline missions before I get on the main server, any help would be appreciated unfathomably.
Browsers differ in the way they handle downloaded files. In general, you will want to RIGHT-CLICK on the link and then carefully read the prompts from your browser. Most modern browsers will respond to your right-click with a new pop-up dialog box containing a drop-down list with options from which you can choose. You will want to choose "Save As..." or "Save Target As..." or something very similar.
That will probably open a new dialog box with additional options. Tools within that dialog box will allow you to browse into your filesystem to specify the location where the file will be saved. LOOK CAREFULLY at that entire dialog box. There will probably be several little tool icons or buttons, each intended to help you with related tasks. Most browsers will offer an additional drop-down box (look for a little arrowhead pointing down) with options relating to the type of file to be created. Microsoft's "Internet Explorer" will probably offer two choices. One will be "HTML", and the other will be something like "ALL FILES". Do not choose the "HTML" options. "ALL FILES" should work if your are using Microsoft's browser. Other browsers use similar terminology.
This is the standard, well-known, generally accepted method of downloading any arbitrary file from any web site. Use this method from ANY web site, any time you want to download anything. This method allows you to control the location and type of any downloaded file. Hundreds of millions of Internet users do this every single day. Be brave, experiment just a bit as you explore your options, and you'll succeed just like they do.
