It's annoying and also not safe if your Internet Explorer downloads files automatically. Turn off this function so that you will be prompt for the authorization to download the file.
Steps to Follow
- Open Internet Explorer.
- Go to "Tools" -> "Internet Options". This will open an "Internet Options" window
- Switch to "security" tab. Make sure "Internet" zone is highlighted. Click on "Custom level". A "Security Settings" window will open up.
- Scroll down to the "Downloads" section and select "Disable" underneath "Automatic prompting for file downloads
- Click "OK" to close the window.