how to download the programs in jsFiddle

You have to put /show a after the URL you're working on:
 

http://jsfiddle.net/<your_fiddle_id>/show/
 

It is the site that shows the results.

And then when you save it as a file. It is all in one HTML-file.

For example:
 

http://jsfiddle.net/Ua8Cv/show/
 

for the site http://jsfiddle.net/Ua8Cv