IE Downloads

In IE5.5, and now in the 6beta I have a download problem. When I try to download files, usually from FTP sites, but not always, I get a small 10K file that does not open. I am then unable to download the file in any way. Anyone know why? This seems to be simular to the problems with netscape. Right clicking, and doing a ‘save as’ does not work. I have also specified to have IE use Passive mode on FTP sited being as I am behind a firewall. It did not work without the Passive mode either.