Your current security settings do not allow you to download files from this location.

Problem: I was trying to download something from an ftp server to a windows server 2008 box. and received the following error "Your current security settings do not allow you to download files from this location."

Solution: You need to a an exception in the security section of your Internet Explorer Internet Options.

1. Open IE
2. Open Tools > Internet Options > Security
3. Click on Trusted Sites then the sites button below
4. Enter the URL of the site you're downloading from and click add

5. Done. Retry your download.