failing to get flash player installed - PLEASE HELP!

hey everyone!
i got this minor problem. each time i hit the www.macromedia.com button and try to install the flash player, i fail. no download warning message turns up, no download starts and i don't have the flash plug-in already installed.
probably some security setting is doin' the monkey business - i don't know which!
anyone having any knowledge - EXCEPT ABOUT FORMATTING MY HARD-DISK AND REINSTALING WINDOWS - of what i'm talking about?

thanks anyway!

-arko