downloads won’t work

When clicking on a file to download in IE 5.5, the download doesn’t start. Instead a browser window opens with a small icon. I can backup and then right click and choose “Save Target As” and then it will download properly. But some sites use a graphic that cannot be right clicked. I believe it to be a registry problem dealing with file types but can’t seem to figure it out. Initially the icon seemed related to Quicktime, so I uninstalled quicktime. Now the icon seems associated with Active X. If the extension is PDF it works fine because I have Adobe Reader installed and it launches it’s plugin. Perhaps this is a plugin association problem? Anyway, another person I know has the problem too, but we can’t seem to figure out the fix. Anybody got an idea?