Problems downloading with active security

System: Toshiba Techra 8000 laptop, 367 Mhz Celeron 192 MB Ram, Win 2K SP4, IE 6

ZoneAlarm free 5.5.062.004
McAfee Antivirus 7.1.0.187 w/ latest dat
Spyware Blaster 3.02 w/ latest dat

Problem: When downloading software with all security active, download proceeds normally, but downloaded products malfunction--crash, won't start, etc. My standard process is to "save" downloads to a utility folder and then install.

Current solution: Disable all security, download and install, enable security--everything works fine in that case.

Question: This seems backwards, that I'd have to disable protections when I'm most at risk, in order to get a clean, workable download, but malfunctions happen every time if I leave the security active while downloading and installing.

I scanned the forum, but haven't found a specific response to this probably basic question of computer security. Anyone have a bead on this one?

 

One thought. Disable any browser pop-up controls or blockers only.

Steve