Unable to download files

Since the update that I did yesterday, and then undid d/t various problems, I cannot download files. I get the following dialog box:

Internet explorer cannot download XXXXX.xxx from xxxx

Internet cannot open the internet site or the site is unavailable. Try again later.

If I create a new user, I can download OK. It seems to have begun after the update and after reloading McAfee VS and firewall.

 

Have you tried going into IEs options and resetting them to default?