From what I understand you say is:

I can't download the Blue frames with white borders tells me extraction failed no video collage makes me download who helps me ??????

I would assume that you have started the Collage Designer and clicked on the blue download field; which brings you to the download zone.
Select the desired effect and download it. Once it is downloaded (it should have the extension dzvc, click on the file-name (either in your download folder or in your browser). If you have installed PD correctly, the extension will be recognized and the effect will be inserted into the (proper) effect room and made available in PD.

Please let us know if this helps, otherwise tell us what blue frames with white border you mean.