Security Settings - Help

Archived from groups: microsoft.public.win2000.security (More info?)

I am trying to get a friend's machine up and running, and I want to
download Mozilla and a few other things, but I keep getting the error
message that the security settings do not allow the download.

Someone tell me real quick how I can change security settings to allow
downloads? This may be a dumb question, and if it is, I am sorry, but
I need to know.

I do not have access to his W2000 installation CD.

Thanks