Your current security settings do not allow this file to be downloaded
To resolve this security error for enabling download from Internet explorer. We tried to download the New Microsoft Edge browser.
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This feature can be disabled for a User Account by following these steps:
This is a security feature which is going to protect your system for unwanted software downloads.

To fix your current security settings do not allow this file to be downloaded error things:
Follows a few simple steps:
- Open internet explorer and just press the ALT key to enable menu option. And go Tools à Internet options. Another option is via setting toolbar (ALT+X) to open the settings drill-down menu.
- Select Internet options –> Go to Security tab –>Custom Level

- Go to the Security tab. Select the Internet and click the Custom level button as shared above screenshot.
Now scroll down and go to Downloads option –> if it is showing as disable just Enable feature as follows:

It will ask you and Warning Message! As follows press OK

Now your files get download without any security alerts
Check the steps by watching live recorded video or Security alerts and enabling the feature.
Video Link to view step by step guide :