I faced the below issue while i am trying to download the software from one the VM machine that i am Working for my project in my office. Then u found the below solution.
Instructions
You can receive the following message when trying to download a file in Internet Explorer:
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Security Alert
Your current security settings do not allow this file to be downloaded.
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Security Alert
Your current security settings do not allow this file to be downloaded.
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To remove this message and allow downloading of files, follow the steps based on your operating system.
Windows 10
Windows 8
Windows XP and Windows 7
After the download settings are enabled, you can download files from the Internet again.Source : https://support.avg.com/SupportArticleView?l=en&urlName=Your-current-security-settings-do-not-allow-this-file-to-be-downloaded-in-Internet-Explorer
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