Download Insight - how to disable

I want to download an executable that apparently no one else uses, so NIS 2010 keeps killing it wihtout even giving me the option of saving it. After downloading for an hour or two (it is a large file), it just deletes the file.

 

I thought I disabled Download Insight in the Web Settings under "Download Intelligence"  but it still deletes the file. How can I make it allow me to download this?

 

Thanks.