I've downloaded wordpress but I cant edit any of the files in the folder. when I click on one it comes up with this (http://i2.photobucket.com/albums/y22/kier1989/wordpress2.jpg)
Does anyone know why?

Most probably because you haven't configured which programme PHP files shoud open in. You could try clicking "Choose a programme from a list" and select maybe your browser or something. Or click open with notepad to edit it :)