KSITaintedOnyx

So I am recently new to this whole modding situation, and I was attempting to download mods yesterday and follow the instructions. However when I download a mod, I don't get a folder to extract files from, instead the options of what to open the file with after I download the mod gives me the options of internet explorer, word, notepad, etc. Am I missing something or do I need to download something to actually obtain the .7z files or.....