Internet explorer 6 help

I am running WXP Home adn can no longer download programs that downlaod a setup file that then connects to the internet to download the program files. Such as Internet explorer 6 SP1 from microsoft. Does anybody no how I can fix this problem. All other downloads and functions work. I have tried microsofts fix of mod the registry to uninstall IE6 from XP and then I got a hard copy of IE 6 and installed it but that did not fix my problem. I get a message about proxy server settings but I don't have a proxy server. I have even opened ports on my firewall but no luck. Please help!!!!!!

 

What exactly does he message say? Which firewall do you use? Have you tried running the setup files with the firewall disabled?

 

The message says that there is a problem with the connection. It may be a proxy server setting then gives the option to retry cancel or advanced which takes me to the proxy server settings in IE. The firewall is hardware based. It is a D-Link 604 router. I can bring my laptop home from work and plug in to my router and download these files with no problem and my second desktop running 98 can download from the router with no problems. So I am thinking it is something in my windows XP that is the problem. Is there a registy setting that maybe I have changed or deleted that I shouldn't have? Will try to download again tonight from XP to get the full message.