MS IE Security warning

[sdexter2]

Hello.

After I install SP2 for Windows XP, i cannot open some files directly wthout saving it in specefied folder. I have Security Waring, when click on link:

The file you are downloading cannot be opened by default program.. etc.

Before SP2, when i clicki on link, i have msg box, with buttons: Open, Save, Cancel.

Now I have only 2 buttons: save, cancel.

How I can turn off this Security warning?

[nolookingca]

that doesn't block anything for me