Vista - Problems with IE7 & other programs

I wasn't sure where to put this question. I am having a similar problem with
IE7 as well as certain other programs. When i want to download something,
ever since I installed Vista, the box comes up asking me if I want to save or
run the file. If I choose "save", the box and IE7 close themselves. If I
choose "run", the download continues, but when it finishes, IE7 shuts down
again. I've also noticed with certain other programs, such as photo editing
software, other than the Windows Photo Gallery, if I edit a picture, and then
attempt to save it, that program closes as well, although it worked fine with
XP.