Internet Explorer Setting

I like to go to a website that has all the latest demos available for download. The problem is I get that yellow bar on the top of my browser warning me I am about to download a FILE. When I click on it to says it is okay to download, I get put back in the download que.

Is there a setting somewhere that I can adjust to tell IE to allow downloads from this site automatically? I know there is one for the pop ups, but what about for the download warning bar?

I know that if you disable the pop up blocker, it will no longer have the download blocking bar either, so try allowing pop ups.

Well, I added the site into the allow pop-ups for this site only in the privacy settings, but it still blocks the file downloads.

It would be really annoying to have to turn it off just to download a file, but if that is the only solution than I suppose I will have to do that.

when the bar pops up, right click it and select something to the effect of "always allow downloads from this site"

Open IE | Tools | Internet Options | "Security" tab | "Custom Level" button | In the "Downloads" section of the list, under "Automatic prompting for file downloads", click the "Enable" radio button.