IE8 feauture not working as expected?

I have noticed it before , it happened again just a few minutes ago.
Smart screen , the new feauture of IE8 , is not working . It can just inform even though it should also stop the bad downloads.

I clicked on a link to a file I suppose to be malicious.
I got a pop-up from IE asking if I want to RUN/SAVE/CANCEL
I choose SAVE
Then , nothing happens (I mean the files doesn't appear to be downloading) and I got a pop-up from SmartScreen that this download has been reported dangerous . As it writes "you are downloading" , I understand it as the something happening at the moment .

Even though I still haven't made my choice wheter I want to continue or not , the antivirus pops-up

Is it not working or I am wrong . I expect it be just like Firefox or Chrome - totally block the download or page/content , then ask . Not when the download has been performed ...

 

did you report it to ms so that the detection is improved?

 

What to report ? This is not related to MSE nor any other MS antivirus product ? It is actually detected from the Smart Screen filter of IE8 , but it is not actually blocked . This is what I am talking about

 

If you disable Eset, I do believe you will find a different result ? IE 8 SmartFilter on this end did not place that file in my download location after selecting Cancel.

 

Hi ! Yes , you are right .

But - Trying this - I just web-access protection stopped .
I click on the link , choose "Save" and the Smart ScreenFilter pops-up.
Wait a second and NOD32 pops-up with a warning from the file-system protection that a mal file in the IE cache has been found

Why is this in the IE cache anyway ?

 

i misunderstood that smartscreen wasn't detecting something instead of not blocking download although reading through i'm not sure it is meant to block downloads rather it is to prevent even going to a badware site to download something
http://blogs.msdn.com/ie/archive/2009/08/13/real-world-protection-with-ie8-s-smartscreen-filter.aspx