downloading utorrent issues. Maybe my browser?

[tjdchi]

I searched and wasn't able to locate any similar problems, so please forgive me if this is a repeat.

I just got a new laptop and when I try to download utorrent I get the standard "download" file box, but once I click it it disappears and gives me no option to "run" the program.

Could it be a setting on browser or am I overlooking something obvious?? I'm completely stumped. Any help is appreciated!!