My IE cannot download file in the intranet

My computer system is builded from Feature Pack 2007. When I logon my
enterprise intranet by IE and download the file, the IE prompt a
window says :" Your current security setting do not allow to download
this file."
I've set the security of Internet and Intranet to lowest.

Only the file of my enterprise website cannot be downloaded. I can
download the file which in the other website out of my enterprise.

I've tryed again and again. When I build the system from XP embedded
sp1, the problem is sloved. But I have to builded from Feature pack
2007 for many other application.

Who can help me ?
Thanks.

I've seen this problem... have a look at this KB article:
http://support.microsoft.com/kb/182569

I had to change the registry keys in both Local Machine and Current
User for security setting 1807 = 0:

HKCU,"Software\Microsoft\Windows\CurrentVersion\In ternet
Settings\Zones\1","1807",0x00010001,0

HKLM,"Software\Microsoft\Windows\CurrentVersion\In ternet
Settings\Zones\1","1807",0x00010001,0