"Your current security settings do not allow this file to be downloaded"
Microsoft do so is to fight unwanted program to be download to the PCs. However, if you would like to enable the mentioned settings:
On your IE, click Tools -> Internet Options.
Click on Security tab, on Internet, click Custom Level. On settings, find a section that shows download. On File download, put it Enable.
Found this when i would like to download Exchange RU update. Hope this help those in the net. It took me 3 hours to find things out.