Wait for the information bar to appear

If the file downloads anyway, you probably just shut it off at some point.

This is instructions on how to turn it OFF, which is already done :), just reverse the instructions and it should come back.

To stop the information bar from blocking file and software downloads
Open Internet Explorer by clicking the Start button , and then clicking Internet Explorer.

Click the Tools button, and then click Internet Options.

Click the Security tab, and then click Custom level.

Do one or both of the following:

To turn off the Information bar for ActiveX controls, scroll to the ActiveX controls and plug-ins section of the list, and then, under Automatic prompting for ActiveX controls, click Enable.

To turn off the Information bar for file downloads, scroll to the Downloads section of the list, and then, under Automatic prompting for file downloads, click Enable.

Click OK, click Yes to confirm that you want to make the change, and then click OK again.