XP Pro security issues

[Buddha]

Hi, Im new, this is my first post.

Im running XP pro. It came pre-installed on a pc, and I have not touched the configuration. What happens is I get a message in a box just below the brower window saying windows has blocked this site from being opened or this file from being downloaded. I can then click to override this, but its frustrating. What is worse is that when I download mp3s over msn, the uploader gets a "complete" message, but when I got to open the file windows says something like "this file may be dangerous, access denied", those are not the exact words, but something like that. And althought the uploader got a "compete" message, a search reveals that the file is not anywhere on my drive.

So where can I go to change my security settings so that I can avoid this in future?

Thanks in advance for you time!

Sincerely, Buddha

[esmoquin]

This maybe a non Windows firewall setting.

The blocking of file downloads is usually done by third party security applications. Are you running ZoneAlarm or the Norton Security Suite?

That could be the problem.