The first line of defence is the Intrusion prevention it will give the message only when it blocks some threat. And when the file get past its defence getting a good reputation, the SONAR and then the Insight features comes into play when using a browser to download. And the download insight will not monitor if you download through IDM it is taken care by Intrusion at the starting itself and it will alert whenever there is a need to notify.

 And regarding the screenshot i'm sorry, i uploaded it from internet.