Downloading

My brother has XP and all of a sudden he can't download anyting from the net. He has virus checked it and that's fine. He can do everything on the net except download something. He gets the following error message:

Internet Explorer cannot download (filename) from (website).
Internet Explorer was not able to ope this Internet site. The requested site is either unabailable or cannot be found. Please try again later.

I was on the site in question at the same exact time and i could download it but not him? It happens with any site he goes to. He can do everything else on the internet except download things. Any suggestions??

 

Maybe there's some kind of restriction placed on downloading. Check in the Internet Options>Advanced and make sure downloading is enabled.