IE Problem

[Reverend]

Yeah i think i know what you mean Blackwar.The dialog box that appears prior to the download asking you where you want to download to and whether to save or open it.
Try this go to tools > internet options.On the advanced tab,there's an option to "notify when downloads complete".Make sure that is enabled,and click apply.If that doesn't solve it go back to the advanced tab and hit the "restore defaults" button.Click apply again.

EDITJust remembered something else you could also try.
Open Windows explorer.Go to Tools > Folder Options.On the File Types Tab scroll through the list and find the common filetypes (Zip,exe,etc),select each file type,one by one,and click the advanced button each time.Make sure "Confirm Open after Download" is enabled for the file type you have selected.