How Do You Troubleshoot the I.E. Error “Your current security settings do not allow this file to be downloaded”?

Problem scenario
On a Windows server in AWS, you are trying to download a file with Internet Explorer.  You get this error: "Your current security settings do not allow this file to be downloaded." How do you solve this problem?

Solution
Using Internet Explorer 11, go to Internet Options.  Go to the Security tab.  Click on "Internet."  Scroll down to "Downloads."  For "File download" (beneath "Downloads"), choose "Enable."  Click "Ok" twice. 

If you want to revert your server to this level of security, simply undo the setting change after you download the file.

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