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Probleem

You are still using Internet Explorer and can no longer download a file from the Internet.
When you click on a download link you get the following messge:

      This file is not commonly downloaded and could harm your computer.

Cause

To protect users for downloading a computer virus, Internet Explorer has completely disabled the ability to
download anything form the Internet.

Solution

1) Use a normal browser, like Chrome or FireFox.

2) Turn off the SmartScreen filter in Internet Explorer: