Default installations of Microsoft Internet Explorer 11 on Windows Server 2012 and Windows Server 2012 R2 do not permit files (e.g. .exe) to be downloaded from untrusted websites. An error will occur similar to “Your current security settings do not allow this file to be downloaded.”
By design, Internet Explorer on hardened servers does not permit downloads without modifying the default IE security policy. To modify this (temporarily or permenantly) do as follows:
1. Open Internet Explorer
2. Navigate to the ‘Tools’ menu (top left, cog)
3. Click ‘Internet options’
4. Click the ‘Security’ tab
5. Click ‘Internet’ then ‘Custom Level’
6. In the settings zone, find the ‘Downloads’ heading.
7. Under ‘Downloads’ the ‘File Download’ option should be visible to you. Select Disable.
8. Click OK and Exit. Restart Internet Explorer.
You will now be able to download files from untrusted websites. Please note that it is not recommended to leave this setting in place on production servers.