This is a very unfortunate issue which only ocurres when using the Microsoft Internet Explorer to download our vector files.

 When downloading from Internet Explorer it is possible that the file will be saved with a .ps file extension.

For already downloaded files all you need to do is rename the file extension to .eps. 

Microsoft seems to know about the problem and you can change this in your settings following the steps in this forum post from Microsoft.

You can do this the same way as re-naming a photo. If the file extension is not visible when renaming the file please follow the steps outlined here.