When I try to download the 2.0.17 version of SKSE from skse.silverlock.org, it does not finish downloading and instead tells me "This file does not have an app associated with it for performing this action. Please install an app or, if one is already installed, create an association in the Defaults Apps Settings page." I read that this happens a lot when people try to access files when they have Windows 10 and I have Windows 10 on my computer. What do I have to do to fix the problem and make SKSE actually download?
It's likely the file has actually been downloaded, but you have the '(Always) open after downloading' option turned on, and Windows tries to open the .7z file.
You can check your default Downloads folder (e.g. C:\users\\downloads) to see if this is the case.
As the SKSE website says right underneath the files:
Having trouble extracting the archive? Install via Steam, use the installer, or download 7-zip.
For classic Skyrim you can actually download an installer, that you will be able to open straight off the bat. You can find it at the top of the SKSE website.