Linda,
Yes I can download.
Take a look at your Internet Explorer browser's settings. Tools> Internet Options> Security settings.
For whatever security zone it is set at, look under the Security Settings tab -- at "Downloads" >File download.
See if it is "Disable" d or "Enable" d .
Have you ever installed a utility like Netzip , or a download manager, before all this?
A long, long time ago, I had Netzip and it caused headaches later on, for downloads
that I wanted to save.
Go to Control Panel , carefully into Add Remove Programs. Scan the whole list.
See if you have any of these:
Bonzi Buddy
NetOP
NetPopup
Netzip
At Guard
Ilexia
Netgo
* Get Right *
Internet Boost 99
Web Cellerator
Net Sonic Pro 2.0
Micrografx Flowcharter 7
Fast Net 99
Web Turbo
Internet Boost 99
Web Early
Micro Surfer
No More Ads
Turbo Explorer
Cheyenne Web Browser Anti-Virus.
Zip Magic
If you have 1, I'd suggest removing it. Also within the suspects would be other browser add-ons intended
to stop web ads. It 'may' even be your antivirus program's security module -- maybe it's set too high.
You may try (ever so briefly) turn off your firewall & antivirus/security program. Close IE browser. Retry the download.
Re-activate firewall & AV afterwards.
See
http://support.microsoft.com/?kbid=816037 check on your version of Urlmon.dll