When I try to download Toribash for windows, it opens a new window which sais
"A download window should appear. Click "Save File" to save the game to your computer.
While waiting for the game to download, you can get started by creating your game account on The Forum."
but nothing happens :/ What is the problem?

I'm not entirely sure as to what might have caused this. What browser are you using?

Also, this should be in Support, not discussion. (as it's related to Toribash)

I'm using Mozilla Firefox, but I have same problem with IE also.

Hmm. Go to Tools -> Options -> Downloads and see if tweaking anything there helps.

Couldn't get it to work, tried even with Opera. But I asked my cousin to download it and he sent it in msn messeger.