Internet Explorer download problem

Archived from groups: microsoft.public.windowsxp.help_and_support (More info?)

I am using the latest version of Internet Explorer but experience a strange
problem when I attempt to download files from the internet.

Instead of getting the save, open, browse dialogue I get an empty browser
screen that has a small icon in the upper left hand corner with a square,
circle and triangle in it...(the kind that you get when there is no path to
something).

Other browsers like Opera don't cause this problem. Any ideas?

Thanks