If you want to forbid users from downloading files on Internet Explorer.This will help but at the same time you also will not be able to download files
Step 01:Shut down Internet Explorer.
Step 02:Now, click Start (the Windows orb).
Step 03:Click Run…
Step 04:Type regedit and press Start.
Step 05:Located the following Windows registry key: HKEY_CURRENT_USER SoftwareMicrosoft WindowsCurrentVersion Internet SettingsZones 3
Step 06:On the right pane, right click any empty space and from the menu create a new DWORD .
Step 07:Assign to the new DWORD the following name: 1803
Step 08:For the new DWORD assign the following value: 0 (zero). To do it, double click the DWORD and type: 0
Step 09:Exit regedit and restart the computer.
Step 10:To revert the change, simply delete the DWORD you just created (1803)
This works on Internet Explorer (IE) 6-7-8-9