Internet Explorers stupid attempt at security: when a download is offered they show an info bar that you have to click then pick download file!
Disable that crap in just a few simple steps...
1. Click on the menubar Tools -> Internet Options
*if you don't see a menubar, press ALT to display it
2. Click on "Security" tab
3. Click on "Custom Level..."
4. Scroll list until you find "Downloads"
5. change "Automatic promting for file downloads" to enable
6. Click "OK" on any open windows
DONE
Disable that crap in just a few simple steps...
1. Click on the menubar Tools -> Internet Options
*if you don't see a menubar, press ALT to display it
2. Click on "Security" tab
3. Click on "Custom Level..."
4. Scroll list until you find "Downloads"
5. change "Automatic promting for file downloads" to enable
6. Click "OK" on any open windows
DONE