To disable IE's downloading capability, follow these steps:
Open Internet Explorer.
Tools menu --> Internet Options.
Security tab --> select the Internet Web content zone, and click the Custom Level button.
In that list of settings box find the Downloads heading You'll see File Download. Disable that radio
button. Click OK twice.
Internet Explorer will display a warning message stating that the current security settings do not
allow the downloading of files.
Turn it off. Hide the power cord. Put it in a room with a lockable door.
Stow the router or cable modem in a lockable cabinet. Or wave a tazer
around while snapping it to warn them they will get some of that if they
violate your trust.
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