File download blocked while exporting data in Web Player.

File download blocked while exporting data in Web Player.

Description:
A warning pop-up message appears at the top of the window, stating: "To help protect your security, Windows Internet Explorer blocked this site from downloading files to your computer. Click here for more options..." while exporting data in Web Player.

Cause:
Internet Explorer will block a file from downloading if it appears that you did not request the file. This might happen if a website tries to download files to your computer without your permission. To avoid this warning message:

1). From Internet Explorer, click Tools and then click on Internet Options. The Internet Options dialog box appears.
2). Click the Security tab. The Internet Options dialog box shows your security levels and zones.
3). Select Internet Zone, and then click Custom Level. The Security Settings dialog box appears.
4). Scroll down to Downloads and then select the Enable option for Automatic prompting for file downloads.
  http://msdn.microsoft.com/en-us/library/dd565669(v=vs.85).aspx
http://windows.microsoft.com/en-us/windows-vista/Why-does-Internet-Explorer-block-some-file-downloads