Your current security settings do not allow this file to be downloaded

Dear All

I keep getting the message when I try to download a pdf file where
previously there was no problem:

"Your current security settings do not allow this file to be downloaded"

I am using ie 6 with service pack 2 (6.02.2900.2180). I have checked the
security settings and it is set to medium for the internet zone with all the
important settings at enabled or set to prompt, e.g. Downloads and
scripting.

What are the security options that are set to high generate this error?

Thanks again.

Alastair MacFarlane