IE cannot open site when downloading

I have recently come across the problem that every time I try and download ANYTHING using IE6, I get the error message saying “Internet Explorer could not download from . Internet Explorer was not able to open this internet site. The requested site is either unavailable or cannot be found. Please try again later.” When I use Netscape to download, everything works great! Not even a delay. IE is my primary web browser and I would rather keep it that way, but if I can’t fix this problem, then I guess I’ll have to switch. PLEASE HELP! VERY frustrating. Thanks a lot.