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.
