Security settings

Dear all,
When I try to download a file from my website in IE 4.0 I get a message that there is some security settings and authentication problem and the file coud not be downloaded from the server. The same stuff works fine in IE 5.0. Can anyone give me a solution to this problem?

I don't want to sound like a smart ass, but stop using IE 4

it is now 2 versions old..

Go to your internet options and check your security options.