A couple of things; first, when you downloaded it, what kind of file did you save it as? That is, was it an image file, which would show as "jpg" or "jpeg", or does it show something else? If it wasn't an image file, it's not going to open since that is apparently what Ancestry is trying to do.
Second, when you download the file to your computer, have you tried to open it yourself from your computer to make sure that the image did, in fact, download? And if you can open it, does it look like what you saved?