Unable to get screen to open folders in Windows XP

When connecting the camera to the computer to download the files I cannot follow the instructions in the manual. There is NO ability to open a folder to get files. It is next to impossible to retrieve the files (it msut be done in a round about way and I am not always successful. When I do try to open a file ,shortly after it begins I receive a "data executions prevention" message that closes the program.

JVC model GZMG21U