When trying to download a book from my local library, after selecting "download epub" my computer goes straight to my "Favorites" folder and does NOT open the "save, run, cancel" window. This PC used to work fine, as does my laptop which downloads properly. After sitting idle for a month this PC now does the above, otherwise all else works well.
That sounds as if there has been a change in the setup of the browser you use;
maybe it has automatically updated itself.
There must be a setting in the browser somewhere saying what to do with downloads;
if you say which browser I may be able to tell you how to fix it.