When you've found a MPGH thread containing a cheat you want to download, you should find a button that looks like this
To download, you can either press on
I got the "Invalid Attachment specified. If you followed a valid link, please notify the administrator" message
Do not stress. This message means the moderators of the section have not approved the file, and should be checked and approved/deleted within 24 hours of release.
If you find that the file has not been looked into, please press the report button and it'll be attended by one of the Global Moderators as soon as possible.