How to avoid this message in IE:
"To help protect your security, Internet Explorer blocked this site from downloading files to your computer. Click here for options"
This message occurs while an executable file is downloaded like a link format (http://www.example.com/demo.exe) from Google Mail. It should work without disturbing any changes in IE settings. But while you download the EXE file in new tab it is Working. On direct clicking, it is showing the above mentioned message.
How to solve this problem?