I downloaded the belchfire version of starskins. I cannot figure out how to use anything other than the themes. If I download a logon screen, I have no idea where it downloads to or even went at all. I must be missing some major point here, but have no idea what it is. Can anyone help me?

Starskin expects to find Logons in c:\windows\resources\logonui so extract them there. Same for Bootscreens - c:\windows\resources\bootscreens. Sometimes artists don't maintain the correct directory structure when they zip things up, so always a good idea to extract the zip to your desktop first, then move into these folder manually. That way you know they're in the right place.

I would but when I hit the download button, I'm not sure where it goes or what happens.

I can down load fron some of the artists site (for logons) and then do it manually, but no luck with the bootscreens.

could my download manager be interfering with things?

Not after you've downloaded them. Only problem I've seen with some download accelerators/managers is you get a password prompt when you click on the download link. Just disable the DA to bypass.

when I click on the download link, I get nothing. No prompt (save/open..ect/)
or anything. Not even a location to save in.

Then yes, most likely it's some download manager/accelerator. Disable or uninstall it and try again.