Before 10:00am GMT I had the same problems as you - clicking the button did
nothing except reload the page.
After 10:00, in Windows 7 an error saying problems downloading the file.
In Windows XP, an Active X application had to be installed, then the file
downloaded, but it now has to be installed.
The file is a .cab file, containing files that have to be installed in
several folders, including _vti* folders. There is no indication of which
files go where. The setup program is missing.
In my opinion, bearing in mind the age of FrontPage and changes in browsers
since 2003, you would be better off in the long run by downloading
Expression Web trial from
http://www.microsoft.com/expression/products/Overview.aspx?key=web
(there is a link to get the product key on the download page)
and following the video tutorials at
http://by-expression.com/content/tutorials.aspx
(look at the Basic Web Site series).