When I click "download" for any download nothing happens?
The only downloads I have been able to get is when I download info from my bank on Quicken. Other than that, the green bar quickly run through on bottom right and the message says "done" on bottom left but download does not start.
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The What to do if you can't download or save files should help you resolve this.
I would start with looking at your security software (firewall and anti-virus) and see if temporarily disabling your AV software helps to identify if it is the cause of the problem.
See also http://kb.mozillazine.org/Unable_to_save_or_download_files