Are they zipped (.zip format)? If so, you'll need to unzip (decompress) them. There are many programs you can use to do this, some free, some not. This program, http://www.7-zip.org/, will work fine. Just open the program, find the file, and then extract to whatever directory you wish. It'll then be in .ccf format and can be opened using Pronto Edit 4.

Sorry in advance if you already understood this and it's not your problem, it's just a relatively common question on the forum.