problem with opening some downloads

Hello,
Recently this problem has appeared that I cannot figure out because it happens only sometimes. When I download a program, save it to the desktop (I think that is the zipped file- 7z, or winzip) and then try to open it, all open windows start flashing and i have to force shut down the whole system. On the other hand, some programs which had a special place from which to download gave me no problem at all. What is it? It seem that this problem started when I upgraded to the latest explorer. thanks for any help you provide.