Downloads fail to open

Hi! I have this plugin installed, and it works ok, but when I try to open one downloaded file, let´s say a .doc it´s like it doesn´t recognize the .doc type and it brings up a Windows “select which program you´d like to use” screen and then it opens but shows strange characters inside.

Please help!!!
Thanks in advace!

http://wordpress.org/extend/plugins/download-manager/