Do you mean that when you click those links, you are not prompted to download a file called 'calibre-0.8.5.msi' ?! And instead you get a folder with 2 files in it ?
You should end up with the .msi file on your hard disk, which you double-click and then the installation process should start ...
EDIT: mmm, sorry for pointing out all that again, while I was typing 2 posts were added