Automatically download files in Internet Explorer without getting prompted to Save / Cancel?

I am currently using IE7 with XP SP3.

When a webpage download with unknown file type loads, I get a prompt asking me what I want to do with the file. My options are FIND SAVE CANCEL.

How do I make it so that I don't get this popup prompt, but Internet explorer automatically downloads the file into a directory I choose without asking?

PS. I have already tried Tools >> Internet Options >> Security >> Internet >> Custom Level >> Downloads >> Disable/Enable/Enable, but this doesn't help.

Thanks for the reply. Unfortunately I have to use IE. I'm using it in connection with other proprietary software based on IE and its settings. And yes I'm aware it's not a great browser. (This is not for strictly personal use in the browsing sense. )

Give this a try.

Tools > Internet Options > Advanced > Security > Clear the 'Do not save encrypted pages to disk'.

Ensure you have set your default download location.