Blue ring secured by boy for file (8)
I believe the answer is:
download
'file' is the definition.
(type of computer file)
'blue ring secured by boy' is the wordplay.
'blue' becomes 'down' (both can mean sad).
'ring' becomes 'o' (letter resembling a ring).
'secured by' is an insertion indicator (inserted letters are held or secured).
'boy' becomes 'lad' (informal term for boy).
'o' put inside 'lad' is 'load'.
'down'+'load'='DOWNLOAD'
'for' is the link.
(Other definitions for download that I've seen before include "Copy data from Internet" , "Transfer material from one computer to another" , "something applied to your phone" , "Information accessed" .)