Problem with downloading audio to itunes

I’ve been having a problem over the past few days with downloading mp3 files from the lessons to itunes. The window appears asking me if I want to open the file with itunes, but when I respond, nothing happens. I there a problem with the system, or is this my own problem?

@michal - That sounds like an issue with iTunes or your computer. Once you see a window asking you about iTunes it is unrelated to our site.