Web browser blocking a file I want to download

I have Windows 7 Home Premium.  Recently, everytime I try to go online and download a file a message appears at the top saying my web browser is blocking the download.  When I click on it I get the option of going ahead with the download.  When I click on that option, the screen changes and goes right back to where I started!  No download and it is ignoring my request to bypass the block.  Any ideas?  Thanks!

 

Rook