Downloading PDFs

When I attempt to download a PDF file by clicking on a link, I get a new screen almost totally blank, but in the top left corner there is a small square icon with a square, triangle and circle. If I hit the right button on my mouse I can get the file by selecting ‘save target as’, but I would rather be able to just select the file by following the link.

I run Win XP on a P4, 256 mb mem, 2gb processor.

Many thanks,

CT