QGIS can handle many types of file format related to height maps but I am not personally familiar with the one your using so cannot comment. DEM is more of a classification of many file formats. For example ArcASCII is a common one for height maps but there are many. For GeoTIFF I think it should handle that one and there are other apps which can too. If you have more problems then post the URL link to the earth explorer with the settings that you want from the data - or upload the DEM data file in a zip file here and ill take a look. We can host ZIP files and I believe USGS data is public domain.