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Every time I try to download a program, it goes straight to archive manager. I don’t know what to use in order to open anything I download. What should I do?

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Because Archive Manager is opening, I assume you are downloading some sort of compressed archive. – Nathan Osman May 20 '13 at 20:33
Please be more specific. What type of program is it (script/binary/something else)? Usually programs that you download cannot be executed directly until you make them executable. e.g. by using chmod +x, or in GUI left click on program, select properties, tick executable check-box. – hmayag May 20 '13 at 20:47

Go under Options -> General tab

Under Downloads select ask where to save files.

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