That jhust takes me back to the page where I select which version of quartus to download. I've completed that part. It's the step afterwards where I get the pop up asking how to open it. That's where I'm unable to contiue the installation.
When you get to the download page, select the 'Individual Files' tab.
You can then download .exe and device .qdz files as you desire.
The (default) 'Multiple Download' tab ALWAYS downloads a .tar file with all the files in it.
You must then use an application like 7zip that knows how to extract files from a .tar file to get the individual files.