So, windows server 2003 R2 SP2 has the extra fussy sysadmin IE
edition, the one designed to stop servers being 0wned by sysadmins
accidentally downloading applications they shouldnt to it.
Its ironic then that getting windows update working involves one
ActiveX download and then an update for Windows Update, which then
posts me off to Microsoft Update, more activeX and more installs,
including a reboot.
What's even more ironic is this: the security settings prevent
me downloading firefox, as the 'high' security zone forbids
downloads. OK, then, I will follow the instructions, slide down the
slider and do the download. After all, once firefox is in, the sole
roles of IE will be for windows updates and testing that my own web
pages/sites work in it, ideally with selenium.
Only, when I pull down the slider, a dialog box pops up to tell
me that I shouldn't pull move the slider from the high position,
then, when I close the dialog, pushes it back up.

The fact that IE is stopping me fetch firefox 'for security
reasons' is funny enough, the fact that the app has a slider with
the text "move the slider" and the sole action being a dialog to
tell me off is even funnier. Someone had to code that. someone else
had to internationalise the "you cannot move the slider" message to
all the supported countries, and then a third person test that when
the slider is moved, that the dialog telling the user not to move
the slider pops up.
There is an easier way in win32 to stop a slider being moved,
its called ::EnableWindow(); pass in the HWND of the slider and it
gets greyed out. No dialogs, no i18n, no testing. You do have to
field the support calls "its greyed out, how to I install firefox"
but those will be no less frequent or harder than the "I get told
off for moving the slider, how do I install firefox" questions.
Updated to keep
Gordon Weakliem and others happy, the solution is to go to
'custom' settings and turn file download on there. It's only the
slider bar that is retrofitted with a refusal dialog.