Download File Problem - Windows XP

For some reason I am unable to download files from the Internet. The download file dialougue box appears but when I try to Save or Open file nothing happens. The download file dialougue box disappers but nothing happens. Does anybody know what could be causing this? Where do I look in Windows XP to see that file download settings are set properly?

 

Edited by billH <ignore please, bad info deleted>

 

do you have SP2 installed??? if so go into control panel and check the new security icon... microsoft go really nasty about popups/spyware/downloading things and the should be a setting in there not allowing downloads

 

Yes, I have download file enabled under security icon, still can't download.

 

See how these go. Do one at a time.

Try this to repair IE
Start/Run/regsvr32 urlmon.dll

OR

To reinstall IE
Start/run/rundll32.exe setupapi,InstallHinfSection DefaultInstall 132 c:\windows\inf\ie.inf

OR

Microsoft