Internet Explorer cannot display the webpage -- when trying to test Digital Downloads

I will be selling download products in my zen cart store and I have everything setup. I did a test of one of my products and it does not work. I thought I was ready to go live with my store but my download won't work:no:. When I pressed the download button this came up

Internet Explorer cannot display the webpage

What you can try:
Diagnose Connection Problems

 More information 

Can somebody help me understand what could be wrong with the setup of my downloads. Thanks in advance

That's a 404 page, which means the page the browser is looking for doesn't exist.

Let's see a link to your site.

Okay I have been reading some of the post on here and I think I possibly found what the problem could be. I read this in a forum

If not on a Windows server, meaning Linux/Unix, /pub should be 777 and Redirect should be ON

I am on a Linux server but I don't quite understand what /pub should be on 777 means. Are they talking about the permission set in my folder under /downloads? And could you explain the difference between download by streaming and download by redirect.

This question is off the topic but I a purchased a download on my site to see if it worked earlier and it didn't but I did it through express paypal on my site and I noticed that I am unable to go back to the download if I did not create an account on the site. I have the downloads set to expire in 5 days or after 7 times and I want the customers to be able to come back to their download even if they checked out with paypal express and didn't create a signup name and password. So I guess the question is how do I allow customers who did not create account during checkout receive the option to download again if something happens the first time they download.

Nevermind the last question. I realized it automatically creates an account for customer when you purchase thru paypal express. I checked my email right after I made the last post. Sorry about that.

Also I changed my folder under /downloads to 777 and changed it to download by redirect and the download worked. Yay, but bad news when i tried opening it with winzip it said:

cannot open file:it does not appear to be a valid archive.
If you downloaded this file, try downloading this file again.

Could someone give me any ideas on what the problem could be now.