This is typically due to the file extension not being associated with the downloaded files. In the case of DreamScapes the .dream extension must be associated with the DreamScape.exe program file. Look up how to associate files within Windows Explore (not Internet Explorer).
If you are using a browser such as Firefox, make sure you select the option to "Open With". If the .dream file extension is correctly associated with Dreamscape in Windows, it should automatically say "Open With Dream Tasks (default)".
Cheers,
Darv
