Unable to Downlaod

WOTHLK
WINDOWS
Internet explored: When I click 'Download' I get a error message-
"Unable to open this help application for '...' - This protocol specified in the address is not valid. Make sure the address is correct, and try again."
So I decided to try Google chrome. But when I click download on there, nothing happens. I can click it 1000 times and wait for 30 minutes, nothing happens.
I have both Deluge (one I always use) and Bittorrent downloaded, since it recommended it. But neither seem to be doing anything. Even tried to have each open separately while clicking download, and then at the same time, no luck.
Please help! My friend uses Deluge and it worked on GC first time...
Thanks!