Typically if the file transfer didn't initiate at all, it means that the dialogue box was blocked by your browser. Click the link again and try that download one more time. Keep an eye out for a pale orange/yellow bar at the top of the browser window (just below the address bar) that says "To protect your security (Internet Explorer, Firefox, etc.) has blocked a pop up, click here for more options." Click that bar and you should have the option to "download file." Once you've selected to download the file, you'll need to click the green download button once more to start the transfer.
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