• If a dialog box appears asking you to Open or Save the contact, click Open
• Or, if you see the message:
  To help protect your security, Internet Explorer blocked this site from downloading files to your computer. Click here for options...
• Click on the message and select Download File...
• When the contact box appears, select 'Save and Close'.
• The contact information will be added to your Outlook Contacts.

This option is only available using the Windows Outlook client.

If not prompted, click on the the following link: Download Contact.