how do I open a file after downloading it? I get this message" can't because of security reasons"??? please help

Please explain what 'type' of file it is, i.e. extension and type of material (But, please, not the name of the material if it is copyrighted), and what program you are using when you attempt to open the file, i.e. a 'player' or a 'text reader' or a .zip/.rar.....

Also, please explain 'where' you are seeing this message.
In the BearShare program itself ??????

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