If you need to download a file or program from Internet Explorer and changing Internet Explorer Enhanced Security does not work, you will need to add the website to Internet Explorer's trusted sites. To do this, simply follow this tutorial:
Open Internet Explorer and go to Opciones de Internet:
From the tabs, select Seguridad and then Sitios de Confianza and click Sitios:
In the Sitios window that opens, you will need to add the domain. For example, to download the Chrome installer, you will need to add the website for Google:
Once you have added it, you will be able to download the installer from Internet Explorer: