A few things:
1.
This is the right place.
2. That error is caused by your browser. Instead of trying to run the MJR file directly from the browser, save the file to your disk somewhere (on your Desktop or Downloads folder or whatever) and then double-click it there. Or, use a different browser.
Keep in mind, whenever you generate a new MJR file, in addition to showing it in your browser, they email it to you at your registered email address. The MJR files are valid for 14 days, but you can always generate another one if you need it.
That'll fix you up.