What is stopping the download if files after connected to various sites?

I have a client with a problem that is driving me nuts… he is able to connect to various sites but is unable to download any items from the sites, including forms, PDF, doc’s, etc.
About the setup: XP Pro, there is no firewall and windows firewall is disabled. Symantec Systemwords is installed, with AV but it has no personal firewall. We have booted the system in safe mode with networking and get the same results. The blockage occurs when using IE 6 or 7, Firefox and when accessing a file through an email link. In IE I have specifically added certain sites as trusted sites, but this has not helped. Another system in the office on the same network does not have the problem. I have run out of options and need some direction….