[Plugin: Really Simple CAPTCHA] How do you download this?

I’m trying to use the captcha on this page: http://tristanmed.com/contact/

I’m using the most updated version of Firefox (although I tried Internet Explorer also). I download it. Open the file…and then what? Why doesn’t it automatically download and just work?

http://ww.wp.xz.cn/extend/plugins/really-simple-captcha/