Hi,
For the problem you are facing when installing SDM on router, it is due to an IOS issue. You can download the latest SDM , SDM 2.3, from CCO which contains the fix for it.
For your second issue (HTML code),
You need to go to IE's Tools/Internet Options and click the Advanced tab, scroll down to Security section, and check "Allow active contents to run in files on My Computer". Then close IE and relaunch SDM.