When I launch Citrix Plug-in, I get View Downloads - Internet Explorer view and track my downloads. With a question 'do you want to open or save this file'. When I click on either option, it doesn't work.
Try re-installing the plug-in, because when you click on Save, a new dialog window should pop-up asking you to save the file. Additionally, make sure the correct plug-ins are installed in Tools > Manage Add-ons in the Internet Explorer section.
Additionally, check Citrix Support to look for a new download for the plugin: http://www.citrix.com/support