Whenever I hit "download" to download something, it asks me to "find a program online to open the file" or "save the file". When I hit "find" it does a search and and it says nothing can open the file. Please help with this!

You need to save the file to the appropriate directory for RCT3.

Click here for a post that gives a list of all of the various directories for each download type.

That just means you have a freaky download. Unless it's an RCT3 .trk file, you're not supposed to open it. You just save it and open it on RCT3.