Probably you are trying to save a webpage which is encrypted. To fix this issue, follow the given below steps:
1. Open Internet Explorer.
2. Click Tools icon at the top right corner.
3. From the displayed context menu, click Internet options.
4. From the Internet Options box, go to Advanced tab.
5. Once selected, scroll down to Security category, and uncheck Do not save encrypted pages to disk checkbox.
6. Click OK when done.