Whenever I download Optifine, the jar files downloads to internet explorer instead of to java. So it doesn't download on my desktop and every I go to my downloads and try to open if it opens explorer and asks if I would like to open it, which it opens in downloads and starts the whole process over. It is downloading but not to java which is the problem I am having.
I see now.
First of all, I wouldn't recommend using Explorer, but since you are using it as your browser, the way to download optifine is to go to the downloads page, (https://optifine.net/downloads), and click on the version you wish to download. Wait five seconds for the "skip ad" to appear in the top right corner of the adfly page, click it, and then download the jar.
At this point, click "save" instead of "open" when Internet Explorer asks you what to do with the file. This should then save it to your hard drive. "