I tried to download an excel file from my e-mail account and had problems. Here is what happened: When I click on the file in order to download it, I get a security warning box that gives me two options: either I can save the file or cancel. When I try to save the file, an error message comes up that says that internet explorer cannot open this site. I noticed that this happens for word documents also.

I am running Excel 2003 on Windows XP. Can anyone here help me?