Your current security settings do not allow this file to be downloaded. How do you allow in Windows Server 2008
Solution 1:
Add the server the download is coming from to your trusted sites. Most often, I already have http://microsoft.com in the trusted list and just need to add http://download.microsoft.com as well.
Double click here:
Click here:
Type in the base URL of the site:
Solution 2:
You can also apply the default IE Enhanced Security Configuration to certain users and not to others. This can be done by opening Server Manager and clicking "Configure IE ESC" under "Security Information"...although I hasten to add that MarkM is correct. If it's a production server, it's a bad idea to use it to browse websites.