How to open xlsx file

I have an email I received with a link to an xlsx file sent on the email. I have iWork on my Mac but when I click the link to open the .xlsx file it downloads something that has no suffix with .xlsx and it looks like a blank sheet. When I click on the "downloaded" sheet it downloads a folder that has folders in it but no file.

I read iWork 08 will execute .xlsx files but I cannot download it or open it straight away.

How do I set iWork up so it is my default program for opening files?