Please try this and see if this helps -
1) Open Internet Explorer.
2) Click on Tools, Click on Internet Options
3) On the General tab under Temporary Internet Files, click on Delete Files
4) Click Ok when it asks if you want to delete the files
5) Under the History section on the General tab, click Clear History, then click Ok
6) Close Internet Explorer
7) Log off the current user and Log onto another user account such as Administrator
8) Click on Start, Run
9) Type CMD and Press Enter to open a command prompt
10) Change directories to the Temporary Internet Files directory by typing the following command, substituting the correct drive letter and the word username with the correct user in Windows XP.
cd drive:\Documents and Settings\username\Local Settings\Temporary Internet Files\Content.IE5
Example: cd c:\Documents and Settings\Mark\Local Settings\Temporary Internet Files\Content.IE5
11) type del index.dat and press Enter
12) Type Exit and press Enter to close the command prompt
13) Restart your computer
Once the computer has been restarted, open a web page with a link to a download. Click on the link and try to download the file. It should now work.