Server 2012 IE error : Your current security settings do not allow this file to be downloaded

Here you find a powershell script which was very useful for me.
All scripts are free of charge, use them at your own risk :

In Server 2012 you’re not able to download a file :

Your current security settings do not allow this file to be downloaded

Solution:

Click on Custom level

Select the “Enable” file download option

And try again !

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