Edgar, do you have Microsoft Word on your computer? If so, click on the My_Short_Story.doc 32 KB link in their downloading instructions. You should then have the option to Open the file or Save the file to your hard drive.
I chose to Open the file, pasted some text into it and then saved the file to my local hard drive.
You shouldn't need any other software than MS Word.
If you don't have that program, you can probably use the free version of Open Office for it.
http://www.openoffice.org/
If you're still having troubles, I'd be willing to give you a call and try to walk you through it over the phone.