Download just opens, doesn't save

You know how when you download a file, you have the choice of "open" (in a temporary folder), or "save".
Well I got tired of always having to click "Save"
So I unchecked the "Always ask before opening this type of file" box, ASSUMING that, because I always click "save", it'll always save.
Now it just puts the files in a temporary folder.

How do I get the choice of "saving" again?

 

Click here

 

Already tried that, but I can't find the type of file on that list, it's a CGI type file

 

Open a Command Prompt window (CMD.EXE), copy the line below and paste it there (and press enter of course):

 

So I pasted it after
C:\Documents and Settings\User>

and it said this:

 

Open registry editor (run->regedit) Go here:
HKEY_CURRENT_USER\Software\Microsoft\Internet Explorer\Media\MimeTypes
There are some keys in there. Some of them might have "01"s in the "data" tab. Now I'm not sure if you change this setting to "00" or if you delete the key. I suggest modifying these keys to "00" (right click the key you want->modify->change the last "01" to "00") and see if it works. Deleting the key is very dangerous, I don't suggest doing it. Let me know if it still doesn't work...

 

The farthest I got in the registry editor was Internet Explorer, I couldn't find the Media folder. It wasn't in the list

 

There's a question I wanted to ask you throughout the whole thread... does internet explorer open any type of file instead of asking you wether to open or save, or only the type of file that you were downloading when you unchecked the "always ask before..." option?