You might have your firewall settings to high.Or you may have one of your settings disabled.
If you are using Internet Explorer, go into the "Tools - Internet Options" menu, and go to the "security" tab. Click on the "Custom Levels" section at the bottom of the page & look in the "download" section for something that might be set to "disabled". If you find some that seem relevant, try setting it to "prompt" if you are unsure.
I hope it helps!!