I would guess that your web browser is setup to launch a media player when you click on the "Download/view this sound (in MIDI format)" link that appears on pages that describe music like those listed in The Changes, The Rhythms, or Our Composers.
If you follow the "Download/view this sound (in MIDI format)" link and your media player starts to play music, you'll need to find the contextual menu in your browser which allows you to force a download.
On a Windows machine, to force a download, hover with your mouse pointer above the link and right-click. On a Mac hold down your option key while clicking on the link. In either case, a contextual menu will appear which has a "Save Target As" item. Select that item, specify the location where it's to be saved and you will have a copy downloaded of the .mid file which you can load into a sequencer, a notation editor, or my SongTrellis editor if you happen to run on Macs.
When you follow the "Printable GIF image" link from a description page in The Changes, your browser displays a page which which displays only the GIF image of that tune's chord score. It's set up so that you should be able to do the Print command from your browser's File menu, and print a copy of the score as it appears onscreen.
If you wish to save one of our GIF images instead of printing it, you will find that the browser does not give you an obvious way to save the image, a similar problem to what you encountered when you tried to save a MIDI sequence from the site.
If you attempt to do a Save command from the browser, you'll find that the browser saves the html specification of the page. That allows you to view the page again if you load it into your browser without needing to access the SongTrellis site directly, but the html specification of the page is not a graphic that you could load into a graphics editor or word processing program.
To get a copy of the actual graphic rather than the html that points to it on my website, maneuver your mouse so that it points above the graphic you wish to download and then right click your mouse on Windows or option-click on a Mac. A contextual menu will appear above the graphical mouse pointer which has a "Save Picture As" item. Select that item and a Save As dialog will appear which will allow to specify where the image's gif file should be saved on your disk. You will be able to view the resulting GIF file with a graphics editor or display program.
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