internet explorer 7 shuts down

I have a couple of problems when it comes to IE7 not sure if they're related though.

Problem 1: If I download a file/program (lets say ccleaner), it finishes downloading and the window comes up with open, open folder, close. If I press open it comes up with
'Windows cannot access the specified device, path or file. You may not have the appropriate permissions to access the item.'
however if i press close then go to the folder and open it there's no problem at all.

Problem 2: If I try to open a pdf file from a website it automatically shuts down all IE windows.

I'm running ZoneAlarm if that's any help!

Thanks

 

As a test, could you enable Windows Firewall and disable ZoneAlarm, and then see what happens?

 

Thanks! I did that and both problems went away so I'm guessing it's a ZoneAlarm thing? Is there a setting I can change in ZoneAlarm so it stops happening?

 

I'm not a ZoneAlarm user, so I'm not familiar with it's settings. Someone familiar with it will probably be along soon.