I have a file i want to open. but security settings?

Thru MSN this guy sent me a file.I know what the file is, but when i try to open it, my computer says YOUR CURRENT SECURITY SETTINGS DO NOT ALLOW THIS FILE TO BE DOWNLOADED.

can anyone help me out?

I have a file i want to open. but security settings?norton ghost

I have that same problem, im good with computers, but cant figure it out, love to know the answer.

I have a file i want to open. but security settings?software

Yes this means someone blocked it if you go open your internet and go to tools click internet options and click content see if there is a parental control if there is there is a passowrd
Lower you sercurity setting will do.