the Install_MM_0.3.0001.exe link on the download page just downoads a dl.php page, i tried copy and pasting the filename into a link for another versions download, and it just gave me a filenot found.
It seems that you're right clicking and selecting save as. Just left click the link. If you aren't doing this though, tell us what you're doing when you get dl.php.
dl.php is where the link leads, but that page just initiates the download of the EXE install.
It used to do that to me on REALLY old versions of firefox. I'm pretty sure it was an extension causing the problem... maybe try and disable all extensions or upgrade to the newsest version.