.torrent loads up Azureus but nothing happens
 

When I click on a torrent file it loads up Azureus but it doesn't ask where to download and nothing downloads. To get it to work I have to load Azureus first or click on the torrent file then go to file>open torrent to actually load up the torrent and start downloading. Is there a way so that when you click on the torrent file it opens up Azureus and ask where to download and automatically start downloading, just like it does in windows, or is my Azureus just broken.

Thats the typical behaviour of Azureus on all Linux distros that I have used. You save the torrent file first then open it with Azureus. You could try to fiddle about with your browser settings to see if you could associate *torrent files with Azureus.