You need to download mIRC to use those links though. (
www.mirc.com )
Just click them, then it will open the program on its own and it will automatically copy the code you need to enter onto your clipboard. So, all you have to do is press Ctrl+V when the window opens, and it will start to download.
If it gives you any "set your client to receive transfers" message, go to the Options, then the "DCC" menu, then the "Ignore" menu, and set "Method:" to disabled.