Follow these steps to download documents to files:

Select a Document to Download to a File:
When you've found a document that you'd like to download, click on the "click here" in the document listings where it says: “To View PDF file of this publication, click here”

Choose a File:
When the popup appears, note how long the download can be expected to take under the file name. Click on the file name.

Login to Download:
If the pop-up window asks you to login, do so in order to download the document. If you don't have an account, apply for instant access using the bottom portion of the login form. When you are done logging-in or registering, you'll see the file name again. Click on the file name.

Then, wait for the download to complete.
Your computer will ask whether to "Save" or "Open". Choose "Save".