I'm on a mac. I don't have a problem. I would say you should check you preferences to see if you have preferenced it that way. In Firefox for instance - go up the the menu bar to firefox and then to preferences. You might want to reset to the default?
there are preferences for every browser and also preferences for your hard drive. So I would check them all. Some times it help-s to throw them out. But you had better find out the correct procedure or go down to the genius bar at the apple store.