After you download replay from your browser, locate the file (somewhere along your "Download" folder). Quote hassanrizvi10
I can't save replays man i done what you said Adams like opening chf as administrator but it doesn't work
Now, drag that replay file to your Warcraft III folder (WC3 -> Replays)
And wallah! Now you have a replay you can watch on WC3.
All you have to do now is open WC3 => View Replays => Browse through => Find replay => Profit.
If you just download off browser, your WC3 may not be able to locate your replay as all replays are meant to go to the "Replay" folder in WC3.
If you don't know where it is....
usually (unless you are like me)
It should be in C: (C drive) => Program Files (either the regular one or x86 one) => Warcraft III (or something along those lines) => Replays