Can Internet downloads be stopped with a password?

Does anyone know if there is a programme or a piece of software that when installed on windows will force the user to type a password before permitting a download from the internet?
I just thought that an easy way to prevent a large percentage of nasty viri from being able to get onto your pc is to install a small programme that everytime a downloading exe file is detected windows will block it completely until a password is entered.
This would make the user aware that a download is occuring and also make them consciously accpet the download.
I imagine that perhaps someone is going to come back and tell me that this will cause technical difficulties with the normal running of the browser?