What file type?
For most (not .exe) use this:
You set this for each file type, e.g. for .zip
Explorer-View-Folder Options-File Types
Find the .zip association (may be WinZip File)
Edit, (or click Advanced on ME or XP) and check the "Confirm open
after download" box
The path to Folder Options may vary according to your operating
system. It may be:
Explorer-View-Folder Options
Explorer-Tools-Folder Options
Start-Settings-Folder Options
Start-Settings-Control Panel-Folder options.
If it is only .exe files, then read on and see if this is relevant:
You may have an invalid plugin.
Netscape-Style Plug-ins Do Not Work After Upgrading Internet Explorer
[Q303401]
http://support.microsoft.com/default.aspx?scid=kb;en-us;303401
Remove the plugin with Regedit.exe
Start-Run-Regedit.exe
Navigate down to this key and remove it, after exporting it as a
normal safety precaution.
HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Internet
Explorer\Plugins\Extension\.exe
If that key exists, then you will see what plugin has been installed.
The key does not normally exist.
....Alan