Samsung Galaxy doesn't download anything such as songs or pics from the Internet. It shows "Start downloading", but it actually doesn't.
Try switching the default browser. It worked for me and I could download files from the Internet. I recommend installing Dolphin or Opera browser for Android. I have used these two and everything worked normally without errors.
Dolphin Browser: https://play.google.com/store/apps/details?id=mobi.mgeek.TunnyBrowser&hl=en
Opera Browser: https://play.google.com/store/apps/details?id=com.opera.browser&hl=en