Iexplorer freezes on "exe" file download



3 month old Vista Home premium pre-loaded on new pc, SP1 installed, AVG free with Linkscanner disabled, security settings all sites to lowest possible ("computer at risk" warnings") - and despite all this, cannot download Spybot from a secure site ... nor any "exe"file ...

Have checked all "checkbox" items on internet security settings with friend with Vista Pro (or whatever) who has no problem with d/loading.
..
It isn't SP1, problem occurred before (don't know which update caused the problem, as it's "automatic" update/install).

What's preventing "exe" downloads? Help please!



.