1) Select Tools | Internet Options from the menu. (may be on the top right)
2) Select the Security tab.
3) Select the Trusted Sites icon.
4) Press the Sites button.
5) Unselect the "Require server verification" checkbox.
6) Enter bxwa.com under "Add this Web Site to the zone", if it is not already filled in. (or whichever site you are trying to use)
7) Press the Add button.
8) Press the Close button.
9) Make sure that "Enable Protected Mode" is un-checked.
10) Press the OK button.
11) On Windows Vista or later, if our site was open, Exit IE and then restart it.
When returning to our site, look for "Protected Mode Off" on the status bar (on the bottom right).

Now it should function properly. (Including the Download function on Vista)