everytime I click on this, it sends me to a new tab instead of letting me down it.
Try right-click on the links and choose the "Save Link As..." option. When the save file window opens the filename will include some numbers at the start, you
MUST delete those numbers so the filename is exactly the same as the name of the file you've clicked on.
Example: change "989216_script.rpy" to "script.rpy" in the save file window or rename after you have downloaded the file.
If you still have problems then by all means post back to request further help.