I strongly recomend a download mangager something like www.freedownloadmanager.org should do
Infact I know the above works with our links as I use it myself, my IP isn't the fastest so if a big download only gets so far it's not good having to try a second time
This should let you fully download your games and avoid getting a corupt error when extracting
You still need to use the puzzle thing if that shows and you still need to go to the second page and then copy the final game link to use with the download manager
I'm sure other download managers will also work just fine, thats just the first one I found when I wanted one