It looks like your downloaded file is zipped. You need to either unzip it before trying to open in SPSS, or download the unzipped version - uncheck "Compress data as .zip file" under "More Options" in the Export dialog window.

phbern Thanks for replying. Unfortunately, downloading the unzipped file did not work either. And it looks like I can't unzip before opening it SPSS either.
Below is how it appears when I download the unzipped file. When I click on 'Open file', I keep getting the same Downloads message pop-up.
Still looking into it. Thanks again for the suggestion.

Hmm. What error message do you get? Do you get it from SPSS or something else?
You say that you are using Chrome, but there's an Explorer icon next to the file in your screen shot. That tells me that Explorer has "hijacked" the file extension (which in the unzipped version, should be .sav).
Try opening SPSS first, the go to File>Open and navigate to the folder where the unzipped file was saved. Double click on the file to open in it.

phbern THANK YOU! I think you just fixed my issue by opening it through SPSS.
I am a true SPSS newbie and felt really lost. I truly appreciate your help!

Excellent! Glad you got it working!
When you have some time, you might want to go through your file extensions and reset .sav to open in SPSS by default.

Hmm okay, and how would I do that? From SPSS or from my folders?

This is actually a system setting. In windows go to Settings>Apps>Default apps> Choose default apps by filetype and look for the .sav extension.
That's how it is on my machine, anyhow. depepnding on version yours may be a bit different

phbern Okay, it doesn't seem to work for me. I will further look into it later. At least, I am now able to open my downloaded file in SPSS and work on it. Thanks again for everything!

Thanks phbern this was helpful also for me