I can't seem to download jQuery, and continue to get this error message.

I am using windows 9, downloading "uncompressed, development jQuery 1.11.3" using google chrome, and every time I download (right-click > save > open) or (left-click > download > open) and attempt to open the file, I receive the aforementioned message.

Can someone please help me troubleshoot this, as I need to use jQuery within the next few days :(

Thanks!