Hi DeniseGoldberg,
Thanks for having written on the forum.
It could be possible that you’re trying to open or download a format file which isn’t supported from Windows Phone 8.
Here below I’ve reported you a link with all the supported format files by Windows Phone 8
http://msdn.microsoft.com/en-us/library/ff462087%28VS.92%29.aspx
Here below I’ve reported a link with all the instructions to set up your email accounts
http://www.windowsphone.com/en-IE/how-to/wp8/people/set-up-or-delete-an-email-account
Another origin of this problem could be related with if the files you’re trying to download or open are protected from a password. This feature isn’t supported from windows phone.
Let me know if you’ll find the solution.
Bye Salvatore