By default, the Download Button will download the image being displayed in the gallery (using the imageURL from the gallery's 'config.xml' file, the same path that Juicebox uses to display the image in the gallery).
If you have a Multi-Size Image gallery, then the Download Button will download the 'large' size image (the largeImageURL) in preference to the imageURL.
If an image has a linkURL associated with in, then the Download Button will download the file pointed to by the linkURL in preference to all of the above.
Please take a look at your gallery's XML data to check the imageURL, largeImageURL and linkURL entries to see if you can figure out where the problem is originating from.
If you are using the Juicebox module for Drupal, then please note that this is an unofficial plugin which was not written by ourselves.
The gallery's XML data is dynamically generated by the module's code and so, if you are unable to determine the cause of the problem, then it might be worth posting your query in the Drupal forum where the author of the module might be able to help you further.
Also, it might help if I am able to see the problem for myself so if you continue to experience difficulties, please post back with the URL to your gallery's web page so that I can take a look and hopefully help further.
As your Download Button seems to be downloading the 'juicebox.php' file (but with an .html file extension), it might be worthwhile checking that PHP is installed and configured correctly on your web server.
The Download Button requires PHP 5.2.0 or later, as noted here (check the 'Web Server' system requirements).