Problems downloading

[mxdi]

Something on my computer has changed in the past week.

I cannot download anything from the net anymore (comes up with message saying file/website cannot be found or downloaded) Ive downloaded a few updates this week (MS Windows updates)
Is there any settings I can check to try find out what the problem is?

TIA

[docevi1]

Changing from I.E. to firefox is a good bet.
If you don't want to do that (which of course you can't without downloading it first), Tools->Options->Security->Internet->CustomLevel->downloads (enable)/