IE trouble downloading

I'm trying to download EXE file but my IE keep showing this message.
do you know what's wrong with it?
I only have norton antivirus. no other security software... I believe.
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Hiroyuki TamuraField EngineerAsked:
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shawn555444Connect With a Mentor Commented:
You may want to consider firefox. When you download it on firefox, it downloads, checks for viruses, then all you do is right click on the file and open and you should be on your way of downloading. To install fire fox, go to
http://www.mozilla.com/en-US/firefox/ 
and download it.

Hope it works
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war1Connect With a Mentor Commented:
Hello Hiroyuki,

Many security programs block EXE file because it is excutable and can harm your computer.  Disable antivirus and other security programs and download the file. Then turn the security programs back on.

Hope this helps!
war1
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Hiroyuki TamuraField EngineerAuthor Commented:
thank you.
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