When you visit a website that tries to download a file to your computer, IE gives this message:
To help protect your security internet explorer has blocked this website from downloading files
To fix this, either create a DWORD called iexplore.exe, with a value of 0 here:
HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Internet Explorer/Main\FeatureControl\FEATURE_RESTRICT_FILEDOWNLOAD
❗ Note: this can be done in HKEY_LOCAL_MACHINE or HKEY_CURRENT_USER, depending on if you want IE to not block downloading files for all users or just the current one.
Or set the following group policy:
Administrative Templates\Windows Components\Internet Explorer\Security Features\Restrict File Download
If you wanted to do a group policy to stop IE blocking websites from downloading files for specific users, you could do a GPO Preference to create a registry addition for a group of users, using the above HKEY_CURRENT_USER registry key.
❗ Note: It is not recommended to stop Internet Explorer from blocking websites from downloading files. This is to protect you from viruses.