Download of dll files is blocked

When I try to open zippe folder that I just downloaded, all the dll files contained within the folder are disabled and following error message appears:

A file has been blocked due to the 'Blocked Files' rule. See your system administrator for further information.

Context: 'DPL_DLL.DLL'
Disallowed due to filename

Copyright © 1993-2005, Networks Associates Technology, Inc.
All Rights Reserved.

I tried disabling my AntiVirus program, no success. Any ways around that? I use FireFox as webbrowser, and am running Windows XP Professional. Any help very much appreciated, thx!
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A search on the McAfee knowledgebase turns up plenty of results regarding this message:

If this occurs at the office, see if you're email admin is blocking certain file attachments (I'm assuming with a McAfee virus scanner).

If you're at home, check with your ISP and see if they've enabled blocking file attachments (via McAfee).

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kitten_whiskyAuthor Commented:
This occurs at home. I don't have McAfee installed though, how can it be blocking the downloadM
Marc ZCommented:
As snoopfrogg indicates,
check with your ISP and see if they've enabled blocking file attachments.

To be honest, anything with an underscore like that in the name of the file points more to a rogue (bad) file. I wouldn't use it unless you got it from a known trusted site, or from the author of the program that requires it.  If you have a standard winxp setup out of the box(which hides known file extensions), that file would look like a DPL_DLL if you didn't know what you were looking at, when in fact it is a DPL_DLL.DLL file.  Those can be two extremely different files.
I think it's most likely your ISP trying to keep certain files from being emailed over its network.  It isn't rare that .dll files are used to transmit malware.

If you manage to download the file onto your computer, submit it to to see if one of the many virus scanners on the site recognize the file as malware.  
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