James,
When you click on any link here, the first thing that happens is that a file called index.php kicks in to tell the forum software which file or template to execute next, depending on which link you clicked. In the case of a download, after downloading the file association set in your browser should determine which application is opened on the PC.
For whatever reason, it appears that your PC and the other individual's appear to be trying to make an association with the the wrong file type.
My first reaction would be to suggest checking the file associations in your browser. However, the other individual's associations were set correctly.
The only other time I recall seeing this here was soon after we opened when yet another member had difficulty opening image files. He eventually tracked it down to a gmail cookie that was running interference with the download. I don't understand how that could be but, after deleting the cookie, the individual has been able to view images OK.