So you have just set up a new Server 2012 (R2) server, and gone to download that fine you need for the next step, only to be shown a nasty message stating that you cannot do that, as file downloads have been disabled.
Well the good thing to know is that its an easy fix, simply open up “ Internet Options ” go to the “ Security ” tab, select the “ Internet ” zone and Select the “ Custom level… ” button
This opens up a “ Security Settings – Internet Zone ” window. In the main section of the windows scroll down to where it says “ Downloads ”, and the the subsection of “ File download ” (as of this writing the setting is just above half way down the options list) and simply change it from “ Disable ” to “ Enable ”. Click ok and drop back to the main screen and retry that download again
If you get a warning, as shown below, simply OK it and continue on