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When I am trying to download a file in Internet Explorer, I am getting the below error message:

Internet Explorer cannot download XXXXX from yyyy.com

Internet Explorer was not able to open this Internet site. The requested site is either unavailable or cannot found. Please try agaian later.

But the same download works in Mozilla Firefox.

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Check Control Panel -> Internet Options for proxies, other settings.
The problem should be there..somewhere.

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