[SallySimpson]

Yes, I right click and "Open", or double click, that makes no difference, then the small window opens on my client waiting to accept the download, like it always does every time I d/l some stuff.
It seems it isn't working for you. How many clients do you have? Only Azureus? If it's so, they should open on Azu as default by double clicking.
Perhaps if any one who runs Azu posts here it could help, but I guess the system has to be the same.