Keeping an eye on this thread because I'm in the same boat, just exited the game to update a mod and then steam autofucked me with an autoupdate.
Edit: Got a working EXE off the GF's computer
If you're downloading F4SE from the correct site (f4se.silverlock.org) then this is likely a result of your PC thinking that the .7z file extension is supposed to be opened with Internet Explorer. Maybe the first time you tried to open it your PC asked you what program should do so, and you chose the one at the top which may have been IE, or maybe your computer is just mean
Either way, you'll need 7zip to open the F4SE download, or a similar program. After installing 7zip, you should be able to right-click on F4SE, choose 7zip in the context menu, and select "Extract Here" in the sub-menu. After the files have been extracted, there should be a README file that explains how to install it
Well, first off, you can delete the previous 8 files. That's what that (9) means, it's the 9th copy of a file with that name you've downloaded.
On to the issue at hand. Do you have a program that can handle 7-zip files? It looks like windows doesn't know how to open the file. You can download the 7-Zip program for free. It can handle all kinds of archive files.