Hi zeonblue.

When you say the page want show do you mean when you click the download icon at the top.
Or when you are on the actual download page and you click the download button.

Also what version of Joomla are you using and what version are you compiling for?

Please make sure that these are writable:
/administrator/components/com_export_content/zip..
/administrator/components/com_export_content/new_version..
/administrator/components/com_export_content/img..

And that you have the correct version of Export Content installed.
Export Content 1.7.0 is for Joomla 1.0+ series.
Export Content 2.0.0 is for Joomla 1.5+ series.
Export Content 1.0.0 is for Mambo.

If all the above is correct try re-uploading the files as there may be one or more corrupted.
/administrator/components/com_export_content/....files go here

Please post back and let me know how you go.