Have you done a search of the MS Knowledge Base using the error text you get (Internet Explorer can not open or find). To find the knowledge base in IE go to "help\online support"
Maybe though it is a sign that you should be using a "download manager" instead of letting IE do it - most managers are faster and you can continue downloading after being disconnected - i use "getright" (www.getright.com)
The only thing I can download is the Windows Updates.
anything else and I get the error -
"Internet Explorer can not open or find (what I am trying to download).
Try again later."
I can go to another computer and download without any problem.
I have turned off System Restore and run the latest anti-virus. no virus.
This problem appeared about 3 months ago when I got the newest version of .NET to run some of my required programs.