internet explorer not able to open site

I'm having trouble opening email attachments including xls/pps/pdf files.
When I click download file and then open it changes the page to cannot find
server. Then when I go back to try downloading again and click save, an error
comes up saying Internet Explorer cannot download. I'm not very technical at
all so not sure what to do about the problem. When I open files saved on my
computer I have no problems.
Thanks

I am not too familiar with this, but I can only assume the security settings are set too high in explorer, I am sure you will get a better response though