Amy,
Firstly, can you download anything?
If you receive the "Done" on the bottom of the page, then it usually means that the incoming page is blocked.
I suggest that you only shut down, not disable all your spyware, blocking software to see what happens.
It usually is one of the programs running resident (in the background) that you never touch.
Also, if you use IE6, make sure the Security setting is not on high. It can cause problems. You will find the setting in Tools/Internet Options/Security
techie