I recently was given a new computer at work and had to install SW on the machine. I was running SW 2014 SP 1 on a laptop and was able to download gearboxes from cad.stober.com with no problems. I am now getting the following message when I attempt to perform the same downloads I have in the past. 
as you can see, Solidworks is already open and when I click the 'OK' button, the dialog box doesn't go away; and doesn't seem to be doing anything. I am not sure what to do here as this is incredibly frustrating and holding up progress on a major project.
Carl,
Do files open correctly if you have SW open and you double click on them in Windows Explorer? If not, perhaps the fix for that issue will fix the one you are having. You need to tell Windows to use the SolidWorks Launcher instead of SolidWorks to open your SolidWorks files. (Right Mouse Button on SW files, choose "Open with"
Jerry S.