I think my question is related to IE and SP2 updates with the pop up blocker.

I visit two financial web sites to download data into my financial software
(Quicken). On one site, the download runs and I receive a confirmation
dialog to Open or Save the file. On the other site, the download triggers a
security bar right along the very top edge of the IE window, informing me
that a file is being downloaded. I need to click on this bar and "Allow the
download" before it will proceed. Once it proceeds, it works exactly like
the first site.

I do not understand why one site works without warning and the other site
generates a download pop up warning first. There are no options to "Allow
downloads from this site" or anything. I have checked security zones, safe
lists, etc. Nothing is different between these sites. Any ideas?

Robert Millman