Problem downloading training files

I am trying to download my SolidWorks training files fromSolidWorks.Com. I am entitled to download these files which arezipped. I am using Vista.

Each time I try to download my download screen appears with thereport
"X This download has been blocked by your Security ZonePolicy-SolidWorks.Com"

Any idea what setting needs changed?

Thanking you in anticipation
CameronSolidworksGeneral