Error message when attempting download

[DCM]

I want to download a file from a site and keep getting a message saying that my "current security settings do not allow this download".

I have tried resetting them to several lower settings but nothing works. Am I doing something wrong or not doing something that is needed?

Thanks

[innerpeace]

It might help others to know what browser and Operating System your using as well as security programs.

[DCM]

Sorry about forgetting.

I am using Internet Explorer 7 with free Zone Alarm.

After you asked that, I remembered all the problems that I have encountered with Zone Alarm. I am going to shut it down and retry.

Thanks