Hi Chip,
Check your settings here: It may already be a partial install. Check your
run keys and run once keys. Other than that:
Go to Start/Run/Regedit and see what is listed under the key below: Many
have claimed that the culprit is listed there.
HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Internet
Explorer\Extensions
Go to IE/Tools/Internet Options/Advanced/Uncheck Enable third-party browser
extentions.
If you using any third party download manager, disable or uninstall. If you
are using a Firewall program, check the settings. (Tiny is known for this).
If you using an "Ad" filter program disable it and see if downloads work.
Windows Explorer/Tools/Folder Options/File Types/[File Type in
Question]/Advanced. Put a check in the box that reads: Confirm open after
download.
Clean/clear out your Temp/TIF/cache files.
Temp Files: IE/Tools/Internet Options/Delete Temporary Internet Files
Temp Files: C:\Documents and Settings\<username>\Local Settings\Temp
Start/Run/CMD. Type this command: REGSVR32 URLMON.DLL. Ok/Reboot. Then go
to: IE/Tools/Internet Options/Programs/Reset Web Settings.
Internet Explorer/Tools/Internet Options/Connections Tab Click on LAN
Settings/Uncheck the Automatically detect settings Make sure no other
settings on this screen are enabled.
Go to Tools/Internet Options/Connections/Lan Settings in IE6 and you
will have a checkmark under "Proxy Server" if you are using one.
If it is an application download, see if the EXE is already listed here:
HKEY CLASSES ROOT\Applications
EXE Fix for Windows XP - Line 12 (Restores EXE association)
http://www.kellys-korner-xp.com/xp_tweaks.htm