Security Alert: Your current security settings do not allow this file to be downloaded.

While downloading a file in DMZ zone through Internet explorer, I experience the following error.

Security Alert: Your current security settings do not allow this file to be downloaded.

Here is solution:

Open Internet explorer and click on Tool menu and Next, choose ‘Internet Options’ and under ‘Internet Options’ window, switch to the ‘Security’ tab and choose Custom level…  and enable the Downloads as shown below:

Close all browser sessions and try again.