Delete all failed download attempt files. Then, delete your browser's cookies (ctrl+shift+del) and restart the computer. Then log back into t11 and attempt to download them again.
This is a quick fix Bryant told me about a long time ago, still works whenever i have the problem. I know what you mean, the file doesn't appear inside the zipped download. This should work.
If you're using Mozilla Firefox, downloads are usually in My Documents>Downloads
With Internet Explorer, everytime you start a download you have to choose the place where you want to save the files.
Yeah it will depend on what browser you are using but there should be a downloads folder somewhere on your computer. If you open it your new download should be in there. If you use up all of your download attempts you can email T11's staff and they'll give you more, I've had my own share of problem