When downloading a file with a PC and AOL, I first

When downloading a file with a PC and AOL, I first get Download Manager and save to a folder. Then a Download Continuation Window appears with options to Open, Find, or Close. Trying to Open (or any other option) brings up the hour glass. Trying to close the e-mail or any other window gets the hour glass, as well. I must restart and go to the saved downloaded file. Or, I can minimize and the go to the file. What can I do to Open the file immediately after downloading -- without getting the hour glass?