Open tools->internet options->security tab
click internet icon
click custom level button

I think it is "Run ActiveX controls and plug-ins

Select the PROMPT option.

>For some reason when I click on a URL that point to a .zip WinZip gets called.
>I know some where I can prevent that, but where?
>
>I like to have the browse asking me for the location to save the zip file.
>Where to I go in IE to change this?