If you connect with a wired connection (as opposed to a wireless), try booting in Safe Mode with Networking and see if you can download file.
I suggest that you try to dowload Firefox or Chrome because it seems your Internet Explorer isn't working and one of these may work.
To start in Safe Mode with Networking:
* If the computer is running, shut down Windows, and then turn off the power.
* Wait 30 seconds, and then turn the computer on.
* Start tapping the F8 key. The Windows Advanced Options Menu should appear. If you begin tapping the F8 key too soon, some computers display a "keyboard error" message. To resolve this, restart the computer and try again. If F8 doesn't work try F5.
* Use the Up and Down arrow keys to find and highlight Safe Mode with Networking.
* Press Enter. The computer then begins to start in Safe Mode.
* Log on with an account that has administrator privileges, usually your own account (NOT the account named Administrator).