Getting message "couldn't be downloaded"...

Try this

Right click on your User Account folder and choose Properties . Inside Properties window choose Security tab then click on the Edit button. Inside the Properties for {your user name } click the Add... button in the Select Users or Groups window type Authenticated Users in the text box under Enter the object names to select . Click on the OK button then click Ok once more . Close the properties window then try to download again .

This will remove the lock icon from your user name folder

Downloads folder has a lock on it ?

If you right-click on Downloads folder choose Properties . In the properties window click in your user name does it have a check under Full Control

Inside the Properties window click on the Advanced tab then choose Owners . Who is listed ?

Right-click the folder, click Properties, and then click the Security tab.
Click Advanced, and then click the Owner tab.

What does it say under Current Owner ?